+14.2%
LQD vs CPAY
+49.1%
-34.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.1% |
| 6M | -2.1% | +23.5% | -25.7% | -3.4% |
| YTD | -2.4% | +35.7% | -38.0% | -4.4% |
| 1Y | -2.7% | +30.2% | -32.8% | -4.5% |
| 3Y | +14.2% | +49.7% | -35.5% | +8.3% |
| All | +14.2% | +49.1% | -34.9% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling