+189.9%
LQD vs CPRT
+3,858.3%
-3,668.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.4% | +2.2% | -2.6% | -0.5% |
| 30D | -0.8% | +16.6% | -17.4% | -1.2% |
| 3M | -1.9% | +9.6% | -11.5% | -2.2% |
| 6M | -2.7% | -11.1% | +8.5% | -2.4% |
| YTD | -1.3% | -13.9% | +12.6% | -1.0% |
| 1Y | 0.0% | -32.5% | +32.5% | +0.9% |
| 3Y | +14.9% | -25.0% | +39.9% | +15.5% |
| 5Y | -4.6% | -7.4% | +2.8% | -4.8% |
| 10Y | +22.0% | +422.0% | -400.0% | +20.5% |
| All | +189.9% | +3,858.3% | -3,668.4% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling