+213.8%
USFD vs CPAY
+88.9%
+124.8%
-32.8%
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 | -0.2% | +10.4% | -10.5% | -3.6% |
| 30D | +12.3% | +16.2% | -3.8% | +6.7% |
| 3M | -0.7% | +13.7% | -14.4% | -5.1% |
| 6M | +31.3% | +35.2% | -4.0% | +17.8% |
| YTD | +45.7% | +53.5% | -7.8% | +21.3% |
| 1Y | +52.1% | +58.9% | -6.8% | +24.3% |
| 3Y | +158.2% | +99.8% | +58.4% | +74.6% |
| 5Y | +213.8% | +93.3% | +120.5% | +111.0% |
| All | +213.8% | +88.9% | +124.8% | +111.0% |
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