-2.7%
LQD vs CAI
+31.3%
-34.0%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.1% |
| 7D | 0.0% | -3.1% | +3.1% | 0.0% |
| 30D | -0.2% | +2.7% | -2.9% | -0.3% |
| 3M | -1.7% | +41.7% | -43.4% | -2.4% |
| 6M | -2.7% | +26.5% | -29.2% | -3.6% |
| All | -2.7% | +31.3% | -34.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 6mo: compounded portfolio wealth divided by compounded CAI 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…
6mo analysis · Full analysis span regression · 6 months rolling