+23.4%
USFD vs CPAY
+31.3%
-7.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -8.0% | -2.7% | -5.3% | -8.1% |
| 30D | -13.1% | +0.6% | -13.7% | -13.0% |
| 3M | +6.5% | +17.0% | -10.5% | +7.5% |
| 6M | +5.7% | +24.1% | -18.4% | +7.2% |
| YTD | +27.5% | +35.7% | -8.2% | +28.1% |
| 1Y | +23.4% | +34.0% | -10.6% | +29.3% |
| All | +23.4% | +31.3% | -7.8% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling