0.0%
LQD vs CBRE
-7.7%
+7.7%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.4% | -2.0% | +1.6% | -0.3% |
| 30D | -0.8% | -2.2% | +1.4% | -0.7% |
| 3M | -1.9% | +12.9% | -14.8% | -2.6% |
| 6M | -2.7% | +4.3% | -7.0% | -3.0% |
| YTD | -1.3% | -8.0% | +6.8% | -1.4% |
| 1Y | 0.0% | -8.6% | +8.5% | +0.1% |
| All | 0.0% | -7.7% | +7.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 1y: compounded portfolio wealth divided by compounded CBRE 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…
1y analysis · Full analysis span regression · 6 months rolling