-4.4%
LQD vs CPRT
-18.6%
+14.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.6% | -0.4% | -1.3% | -1.6% |
| 30D | +0.5% | +21.2% | -20.6% | -1.2% |
| 3M | -2.3% | +8.3% | -10.6% | -3.2% |
| 6M | -3.1% | -3.4% | +0.3% | -3.0% |
| YTD | -3.0% | -18.7% | +15.7% | -1.4% |
| 1Y | -2.6% | -23.5% | +21.0% | -0.4% |
| 3Y | +15.2% | -34.2% | +49.3% | +18.5% |
| All | -4.4% | -18.6% | +14.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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