+22.2%
LQD vs CCJ
+1,065.5%
-1,043.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -1.1% | -4.0% | +2.9% | -1.0% |
| 30D | -1.3% | -2.4% | +1.1% | -1.3% |
| 3M | -3.2% | -2.3% | -0.9% | -3.2% |
| 6M | -2.1% | -16.2% | +14.1% | -1.9% |
| YTD | -2.4% | +5.7% | -8.0% | -2.6% |
| 1Y | -2.7% | +21.3% | -23.9% | -3.3% |
| 3Y | +14.2% | +159.4% | -145.2% | +11.5% |
| 5Y | -5.8% | +300.7% | -306.5% | -9.0% |
| All | +22.2% | +1,065.5% | -1,043.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling