+41.2%
USB vs CPAY
+59.0%
-17.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +1.4% | +2.1% | -0.6% | +0.5% |
| 30D | -1.3% | +5.5% | -6.8% | -3.8% |
| 3M | +15.2% | +16.6% | -1.3% | +6.9% |
| 6M | +18.8% | +26.7% | -7.8% | +5.1% |
| YTD | +21.0% | +38.4% | -17.3% | +1.0% |
| 1Y | +34.0% | +30.1% | +3.9% | +15.0% |
| 3Y | +95.3% | +52.6% | +42.7% | +49.3% |
| All | +41.2% | +59.0% | -17.8% | -1.6% |
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