+1,527.5%
META vs CPAY
+967.9%
+559.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +6.7% | +2.1% | +4.6% | +5.8% |
| 30D | +4.8% | +5.5% | -0.8% | +2.4% |
| 3M | -1.6% | +16.6% | -18.2% | -7.9% |
| 6M | -7.5% | +26.7% | -34.1% | -17.0% |
| YTD | -6.4% | +38.4% | -44.8% | -19.8% |
| 1Y | -17.3% | +30.1% | -47.5% | -27.7% |
| 3Y | +109.9% | +52.6% | +57.3% | +67.9% |
| 5Y | +65.4% | +59.0% | +6.4% | +28.7% |
| 10Y | +391.8% | +148.4% | +243.4% | +209.9% |
| All | +1,527.5% | +967.9% | +559.6% | +635.8% |
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