+84.9%
USB vs CPAY
+203.9%
-119.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +1.4% | +13.1% | -11.6% | -4.7% |
| 30D | +6.4% | +15.5% | -9.1% | -1.1% |
| 3M | -4.5% | +14.7% | -19.1% | -11.1% |
| 6M | +11.4% | +33.6% | -22.2% | -4.5% |
| YTD | +17.1% | +52.7% | -35.6% | -8.5% |
| 1Y | +32.6% | +63.5% | -30.9% | -0.2% |
| 3Y | +101.8% | +98.8% | +3.0% | +32.7% |
| 5Y | +25.1% | +88.6% | -63.4% | -17.4% |
| 10Y | +84.9% | +213.8% | -128.9% | +9.9% |
| All | +84.9% | +203.9% | -119.0% | +9.9% |
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