+14.2%
LQD vs CTVA
+74.2%
-60.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -1.1% | -4.5% | +3.4% | -0.9% |
| 30D | -1.3% | +11.3% | -12.6% | -1.7% |
| 3M | -3.2% | +12.3% | -15.5% | -3.7% |
| 6M | -2.1% | +7.2% | -9.3% | -2.5% |
| YTD | -2.4% | +26.0% | -28.4% | -3.4% |
| 1Y | -2.7% | +16.0% | -18.7% | -3.4% |
| 3Y | +14.2% | +73.9% | -59.7% | +10.3% |
| All | +14.2% | +74.2% | -60.0% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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