+1,593.8%
META vs CPAY
+1,078.9%
+514.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +3.3% | +13.1% | -9.8% | -2.0% |
| 30D | -10.8% | +15.5% | -26.3% | -16.1% |
| 3M | +7.9% | +14.7% | -6.8% | +1.7% |
| 6M | +5.4% | +33.6% | -28.2% | -7.2% |
| YTD | -2.6% | +52.7% | -55.3% | -20.1% |
| 1Y | +1.9% | +63.5% | -61.7% | -19.1% |
| 3Y | +97.0% | +98.8% | -1.8% | +40.7% |
| 5Y | +97.6% | +88.6% | +9.1% | +43.9% |
| 10Y | +436.0% | +213.8% | +222.3% | +209.1% |
| All | +1,593.8% | +1,078.9% | +514.9% | +633.0% |
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