+189.5%
LQD vs CAG
+92.5%
+97.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | 0.0% | -6.6% | +6.6% | +0.2% |
| 30D | -0.2% | +2.3% | -2.5% | -0.3% |
| 3M | -1.7% | +16.3% | -18.0% | -2.2% |
| 6M | -2.7% | -16.0% | +13.4% | -2.2% |
| YTD | -1.4% | -7.7% | +6.3% | -1.3% |
| 1Y | -1.0% | -16.0% | +15.0% | -0.6% |
| 3Y | +15.1% | -37.7% | +52.8% | +16.4% |
| 5Y | -5.2% | -41.2% | +36.0% | -4.0% |
| 10Y | +23.3% | -33.8% | +57.1% | +24.1% |
| All | +189.5% | +92.5% | +97.0% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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