I am recording a 4 part performance into cubase.

Thanks for the question. Details please.
How are you setup to record in Cubase will determine your success (or lack of success).

Cubase records MIDI and/or Audio — you need to tell us which you are recording. (Likely you are recording MIDI, but we don’t know that because you don’t say)... a 4 Part Performance can Output data on four MIDI channels simultaneously, or can be set to output on one MIDI Channel.

Let’s start with: Which 4-Part Performance? What MIDI I/O Mode? How many Tracks are you recording to? What version of Cubase? If recording as audio, how many audio outputs are you using? Do you have the Yamaha Steinberg USB Driver installed for your computer type? What is your computer type, Mac or Windows?

In general, if you wish to record this “as I would play it at a gig“ — then you should edit the Performance so that it behaves so that you can play it and control the Part or Parts you want to fade in — you want to be able to fade those in. For real help, you’ll need to provide some real details.

Why are you recording to Cubase — and not to the built-in Performance Recorder? Sorry, to hit you with so many questions but want you to think about what you are doing and why... there are many solutions. But generally, since the design concept of the MODX includes documenting what you play — exactly as you perform it (and not having to edit it after the fact — we want to show how to 1) edit the Performance so it behaves like you would control it at a gig and 2) setup to record exactly your performance of that.

Make sure your sustain pedal is plugged all the way in... make sure it is connected to the Sustain pedal jack or the Assignable Foot Switch jack. (A sustain pedal FC4/5 type with a TS connector will not work in the Foot Controller jack). We always recommend the Yamaha pedals because... 1) they are guaranteed to work with your instrument, 2) they are guaranteed to fit properly and securely in the jack 3) they support lower prices for all Yamaha synthesizer/keyboard users.
___ Although not much can go wrong with a simple On/Off type foot switch — most often, the fit prevents a causal push from securely making connection (make sure nothing such as a foreign object has found its way into the sustain pedal jack); a break in the cable is also a common issue (always take care of cables, particularly those that are built onto devices like foot pedals) a break in the copper wire can be fatal.