+184.9%
LQD vs CNP
+1,473.1%
-1,288.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | +0.5% | +3.8% | -3.3% | +0.3% |
| 3M | -2.3% | +2.4% | -4.7% | -2.5% |
| 6M | -3.1% | -1.2% | -1.9% | -3.0% |
| YTD | -3.0% | +9.3% | -12.2% | -3.5% |
| 1Y | -2.6% | +6.4% | -9.0% | -3.0% |
| 3Y | +15.2% | +66.4% | -51.2% | +11.8% |
| 5Y | -5.2% | +75.7% | -80.8% | -8.3% |
| 10Y | +24.6% | +145.1% | -120.6% | +17.4% |
| All | +184.9% | +1,473.1% | -1,288.2% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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