+184.9%
LQD vs CPB
+110.4%
+74.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.3% |
| 7D | -1.6% | -1.6% | -0.1% | -1.6% |
| 30D | +0.5% | +19.2% | -18.7% | +0.1% |
| 3M | -2.3% | -0.9% | -1.4% | -2.3% |
| 6M | -3.1% | +15.2% | -18.3% | -3.4% |
| YTD | -3.0% | -13.1% | +10.1% | -2.8% |
| 1Y | -2.6% | -22.4% | +19.9% | -2.2% |
| 3Y | +15.2% | -35.3% | +50.5% | +16.0% |
| 5Y | -5.2% | -33.0% | +27.8% | -4.6% |
| 10Y | +24.6% | -39.2% | +63.7% | +25.5% |
| All | +184.9% | +110.4% | +74.5% | +191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling