+212.6%
USFD vs CPAY
+56.4%
+156.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.2% |
| 7D | -3.3% | +0.6% | -3.9% | -3.6% |
| 30D | -5.3% | +3.6% | -8.9% | -6.5% |
| 3M | +18.8% | +16.6% | +2.2% | +12.4% |
| 6M | +14.3% | +29.5% | -15.2% | +3.2% |
| YTD | +36.9% | +35.3% | +1.6% | +18.9% |
| 1Y | +31.7% | +30.6% | +1.1% | +15.6% |
| 3Y | +164.5% | +49.7% | +114.7% | +106.1% |
| 5Y | +212.6% | +54.4% | +158.2% | +121.2% |
| All | +212.6% | +56.4% | +156.2% | +121.2% |
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 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