+24.4%
USB vs CPAY
+88.9%
-64.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -0.5% | +10.4% | -10.9% | -5.1% |
| 30D | +5.7% | +16.2% | -10.5% | -1.5% |
| 3M | -4.7% | +13.7% | -18.4% | -10.4% |
| 6M | +13.4% | +35.2% | -21.8% | -2.2% |
| YTD | +17.0% | +53.5% | -36.5% | -7.2% |
| 1Y | +32.4% | +58.9% | -26.6% | +2.9% |
| 3Y | +101.7% | +99.8% | +1.9% | +32.9% |
| 5Y | +24.4% | +93.3% | -68.8% | -19.7% |
| All | +24.4% | +88.9% | -64.5% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling