+1,593.7%
META vs CPAY
+1,074.6%
+519.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.9% |
| 7D | +5.7% | +11.9% | -6.2% | +0.7% |
| 30D | -10.8% | +15.1% | -25.8% | -16.0% |
| 3M | +8.4% | +16.5% | -8.1% | +1.5% |
| 6M | +5.4% | +33.1% | -27.7% | -7.0% |
| YTD | -2.6% | +52.2% | -54.8% | -20.0% |
| 1Y | +3.5% | +65.6% | -62.1% | -18.2% |
| 3Y | +102.0% | +100.2% | +1.8% | +43.8% |
| 5Y | +93.1% | +87.6% | +5.4% | +40.9% |
| 10Y | +425.7% | +205.3% | +220.4% | +206.2% |
| All | +1,593.7% | +1,074.6% | +519.1% | +634.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling