-2.7%
LQD vs CPAY
+33.9%
-36.6%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.1% | -2.0% | +0.9% | -1.0% |
| 30D | -1.3% | -0.4% | -0.9% | -1.3% |
| 3M | -3.2% | +16.4% | -19.6% | -3.7% |
| 6M | -2.1% | +23.5% | -25.7% | -2.9% |
| YTD | -2.4% | +35.7% | -38.0% | -3.8% |
| 1Y | -2.7% | +30.2% | -32.8% | -4.3% |
| All | -2.7% | +33.9% | -36.6% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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