-4.9%
LQD vs CBRE
+41.5%
-46.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | 0.0% |
| 7D | 0.0% | -1.7% | +1.6% | +0.1% |
| 30D | -0.2% | -3.0% | +2.8% | +0.1% |
| 3M | -1.7% | +2.6% | -4.3% | -2.1% |
| 6M | -2.7% | +2.0% | -4.7% | -3.1% |
| YTD | -1.4% | -13.1% | +11.7% | -0.4% |
| 1Y | -1.0% | -13.8% | +12.8% | 0.0% |
| 3Y | +15.1% | +63.9% | -48.8% | +6.6% |
| All | -4.9% | +41.5% | -46.4% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling