+47.0%
CVX vs LQD
-1.7%
+48.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.4% | -2.6% |
| 7D | -5.3% | +0.4% | -5.8% | -4.7% |
| 30D | +5.1% | +2.6% | +2.5% | +9.1% |
| 3M | +14.9% | -1.7% | +16.7% | +11.7% |
| 6M | +14.9% | -1.9% | +16.8% | +11.7% |
| YTD | +46.3% | -2.2% | +48.5% | +41.3% |
| 1Y | +47.0% | -1.9% | +48.9% | +42.6% |
| All | +47.0% | -1.7% | +48.7% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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