-1.9%
LQD vs CCL
+17.9%
-19.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.3% | -6.5% | +0.4% |
| 7D | +0.4% | +11.6% | -11.2% | -0.1% |
| 30D | +2.6% | +22.5% | -19.9% | +1.6% |
| 3M | -1.7% | +6.4% | -8.1% | -2.0% |
| 6M | -1.9% | +23.4% | -25.3% | -3.0% |
| YTD | -2.2% | +4.2% | -6.4% | -3.3% |
| 1Y | -1.9% | +21.9% | -23.8% | -3.0% |
| All | -1.9% | +17.9% | -19.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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