+189.9%
LQD vs CCJ
+4,021.1%
-3,831.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.2% | +5.9% | -5.7% | +0.1% |
| 30D | -0.6% | +4.7% | -5.3% | -0.7% |
| 3M | -1.2% | -3.3% | +2.1% | -1.2% |
| 6M | -1.9% | -7.0% | +5.1% | -1.9% |
| YTD | -1.3% | +11.5% | -12.7% | -1.6% |
| 1Y | -1.0% | +32.3% | -33.3% | -1.8% |
| 3Y | +15.2% | +176.8% | -161.6% | +12.5% |
| 5Y | -4.4% | +351.8% | -356.2% | -7.9% |
| 10Y | +22.6% | +1,080.5% | -1,057.9% | +15.2% |
| All | +189.9% | +4,021.1% | -3,831.2% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling