+45.5%
LQD vs CDW
+1,030.0%
-984.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | -1.6% | +9.3% | -11.0% | -2.1% |
| 30D | +0.5% | +14.4% | -13.8% | -0.2% |
| 3M | -2.3% | +21.4% | -23.7% | -3.3% |
| 6M | -3.1% | +72.8% | -75.9% | -5.8% |
| YTD | -3.0% | +28.0% | -31.0% | -4.6% |
| 1Y | -2.6% | +19.3% | -21.9% | -3.8% |
| 3Y | +15.2% | -15.3% | +30.5% | +15.2% |
| 5Y | -5.2% | -3.8% | -1.4% | -6.3% |
| 10Y | +24.6% | +318.5% | -294.0% | +20.4% |
| All | +45.5% | +1,030.0% | -984.5% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling