-5.2%
LQD vs CPB
-38.1%
+32.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | 0.0% | -8.0% | +8.0% | +0.3% |
| 30D | -0.2% | -2.4% | +2.2% | -0.1% |
| 3M | -1.7% | +0.5% | -2.2% | -1.8% |
| 6M | -2.7% | -10.5% | +7.8% | -2.3% |
| YTD | -1.4% | -17.5% | +16.1% | -0.7% |
| 1Y | -1.0% | -31.0% | +30.0% | +0.7% |
| 3Y | +15.1% | -40.6% | +55.7% | +17.7% |
| 5Y | -5.2% | -37.7% | +32.5% | -2.5% |
| All | -5.2% | -38.1% | +32.9% | -2.5% |
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