+189.9%
LQD vs CCEP
+1,757.6%
-1,567.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.2% | -1.0% | +1.2% | +0.3% |
| 30D | -0.6% | -1.6% | +1.0% | -0.5% |
| 3M | -1.2% | +11.9% | -13.1% | -1.7% |
| 6M | -1.9% | +7.5% | -9.4% | -2.3% |
| YTD | -1.3% | +18.7% | -20.0% | -2.1% |
| 1Y | -1.0% | +21.4% | -22.4% | -2.0% |
| 3Y | +15.2% | +89.1% | -73.9% | +11.8% |
| 5Y | -4.4% | +108.7% | -113.1% | -7.9% |
| 10Y | +22.6% | +241.0% | -218.4% | +15.3% |
| All | +189.9% | +1,757.6% | -1,567.6% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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