+186.9%
LQD vs CDE
+26.5%
+160.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.8% |
| 7D | -1.1% | -6.1% | +5.0% | -1.0% |
| 30D | -1.1% | +9.5% | -10.6% | -1.3% |
| 3M | -2.3% | +32.0% | -34.3% | -3.0% |
| 6M | -2.9% | -12.8% | +9.9% | -2.9% |
| YTD | -2.3% | +14.2% | -16.5% | -2.9% |
| 1Y | -2.2% | +36.3% | -38.5% | -3.2% |
| 3Y | +14.0% | +821.4% | -807.4% | +7.9% |
| 5Y | -5.8% | +194.3% | -200.0% | -9.7% |
| 10Y | +22.2% | +53.2% | -31.0% | +16.0% |
| All | +186.9% | +26.5% | +160.4% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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