-2.2%
LQD vs CBRE
-15.0%
+12.8%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -1.1% | -7.2% | +6.1% | -0.7% |
| 30D | -1.1% | -6.4% | +5.3% | -0.8% |
| 3M | -2.3% | +2.9% | -5.3% | -2.5% |
| 6M | -2.9% | +2.5% | -5.4% | -3.1% |
| YTD | -2.3% | -14.2% | +11.9% | -2.1% |
| 1Y | -2.2% | -15.1% | +13.0% | -1.7% |
| All | -2.2% | -15.0% | +12.8% | -1.7% |
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