+189.5%
LQD vs CVS
+1,036.2%
-846.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.2% |
| 7D | 0.0% | -1.9% | +1.9% | 0.0% |
| 30D | -0.2% | -0.3% | +0.1% | -0.2% |
| 3M | -1.7% | -1.1% | -0.6% | -1.7% |
| 6M | -2.7% | +23.7% | -26.4% | -2.8% |
| YTD | -1.4% | +23.0% | -24.4% | -1.6% |
| 1Y | -1.0% | +37.2% | -38.1% | -1.2% |
| 3Y | +15.1% | +62.4% | -47.4% | +14.7% |
| 5Y | -5.2% | +31.8% | -37.0% | -5.3% |
| 10Y | +23.3% | +41.9% | -18.6% | +22.9% |
| All | +189.5% | +1,036.2% | -846.7% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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