+14.2%
LQD vs CPNG
-19.3%
+33.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.2% |
| 7D | -1.1% | -1.1% | 0.0% | -1.1% |
| 30D | -1.3% | -7.4% | +6.1% | -1.0% |
| 3M | -3.2% | -12.3% | +9.1% | -2.8% |
| 6M | -2.1% | -19.4% | +17.3% | -1.6% |
| YTD | -2.4% | -35.9% | +33.6% | -0.8% |
| 1Y | -2.7% | -53.4% | +50.7% | +0.4% |
| 3Y | +14.2% | -20.0% | +34.2% | +13.9% |
| All | +14.2% | -19.3% | +33.5% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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