+14.6%
LQD vs CTVA
+211.9%
-197.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.1% |
| 7D | 0.0% | -5.8% | +5.8% | +0.2% |
| 30D | -0.2% | +11.1% | -11.3% | -0.6% |
| 3M | -1.7% | +13.2% | -14.9% | -2.2% |
| 6M | -2.7% | +8.7% | -11.4% | -3.1% |
| YTD | -1.4% | +27.3% | -28.7% | -2.5% |
| 1Y | -1.0% | +18.0% | -19.0% | -1.8% |
| 3Y | +15.1% | +76.5% | -61.4% | +12.0% |
| 5Y | -5.2% | +105.1% | -110.3% | -8.3% |
| All | +14.6% | +211.9% | -197.2% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling