-4.2%
LQD vs CDW
-1.8%
-2.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | -0.5% | +2.6% | -3.1% | -0.7% |
| 30D | +1.7% | +20.4% | -18.7% | +0.7% |
| 3M | -0.7% | +28.5% | -29.2% | -2.2% |
| 6M | -2.2% | +70.6% | -72.9% | -5.5% |
| YTD | -1.9% | +29.1% | -31.0% | -3.8% |
| 1Y | -2.0% | +23.8% | -25.8% | -3.7% |
| 3Y | +16.5% | -14.5% | +31.0% | +16.9% |
| 5Y | -4.2% | -1.6% | -2.6% | -6.7% |
| All | -4.2% | -1.8% | -2.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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