-4.4%
LQD vs CPB
-33.2%
+28.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.4% |
| 7D | -1.6% | -1.6% | -0.1% | -1.6% |
| 30D | +0.5% | +19.2% | -18.7% | -0.4% |
| 3M | -2.3% | -0.9% | -1.4% | -2.4% |
| 6M | -3.1% | +15.2% | -18.3% | -3.9% |
| YTD | -3.0% | -13.1% | +10.1% | -2.5% |
| 1Y | -2.6% | -22.4% | +19.9% | -1.5% |
| 3Y | +15.2% | -35.3% | +50.5% | +17.4% |
| All | -4.4% | -33.2% | +28.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling