+144.6%
LQD vs CBRE
+2,234.5%
-2,089.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.4% | -2.0% | +1.6% | -0.4% |
| 30D | -0.8% | -2.2% | +1.4% | -0.7% |
| 3M | -1.9% | +12.9% | -14.8% | -2.1% |
| 6M | -2.7% | +4.3% | -7.0% | -2.7% |
| YTD | -1.3% | -8.0% | +6.8% | -1.2% |
| 1Y | 0.0% | -8.6% | +8.5% | 0.0% |
| 3Y | +14.9% | +71.9% | -57.0% | +14.0% |
| 5Y | -4.6% | +50.0% | -54.6% | -5.3% |
| 10Y | +22.0% | +390.1% | -368.1% | +20.1% |
| All | +144.6% | +2,234.5% | -2,089.8% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling