+27.5%
USFR vs CPAY
+287.6%
-260.1%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | -2.5% | +2.5% | +0.1% |
| 30D | +0.3% | +1.3% | -1.0% | +0.3% |
| 3M | +1.0% | +13.5% | -12.5% | +1.0% |
| 6M | +1.9% | +24.7% | -22.8% | +1.9% |
| YTD | +2.7% | +34.9% | -32.3% | +2.6% |
| 1Y | +4.0% | +29.7% | -25.7% | +3.9% |
| 3Y | +14.0% | +49.4% | -35.3% | +13.9% |
| 5Y | +20.4% | +53.5% | -33.1% | +20.3% |
| 10Y | +28.0% | +152.5% | -124.5% | +27.5% |
| All | +27.5% | +287.6% | -260.1% | +27.0% |
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 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