+282.1%
USB vs CPAY
+1,720.6%
-1,438.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.3% |
| 7D | 0.0% | +13.5% | -13.5% | -5.6% |
| 30D | +5.8% | +13.1% | -7.3% | 0.0% |
| 3M | -6.0% | +14.3% | -20.2% | -11.7% |
| 6M | +7.8% | +49.0% | -41.3% | -10.9% |
| YTD | +14.6% | +51.3% | -36.7% | -7.4% |
| 1Y | +31.8% | +63.7% | -32.0% | +2.6% |
| 3Y | +91.5% | +95.0% | -3.5% | +34.9% |
| 5Y | +22.0% | +86.0% | -63.9% | -13.7% |
| 10Y | +96.1% | +203.3% | -107.3% | +16.1% |
| All | +282.1% | +1,720.6% | -1,438.6% | +22.2% |
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