+81.3%
USB vs CPAY
+219.9%
-138.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.2% |
| 7D | +2.6% | +1.6% | +1.0% | +1.8% |
| 30D | +8.4% | +17.6% | -9.2% | -0.2% |
| 3M | -5.5% | +8.7% | -14.2% | -9.7% |
| 6M | +17.7% | +39.5% | -21.8% | -1.3% |
| YTD | +17.6% | +53.6% | -36.0% | -8.4% |
| 1Y | +33.9% | +63.3% | -29.4% | +0.9% |
| 3Y | +103.8% | +101.7% | +2.1% | +32.9% |
| 5Y | +25.6% | +91.4% | -65.8% | -17.7% |
| All | +81.3% | +219.9% | -138.5% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling