+47.1%
LQD vs CDW
+1,039.4%
-992.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 3M | -0.7% | +28.5% | -29.2% | -2.0% |
| 6M | -2.2% | +70.6% | -72.9% | -5.0% |
| YTD | -1.9% | +29.1% | -31.0% | -3.6% |
| 1Y | -2.0% | +23.8% | -25.8% | -3.5% |
| 3Y | +16.5% | -14.5% | +31.0% | +16.4% |
| 5Y | -4.2% | -1.6% | -2.6% | -5.4% |
| 10Y | +26.0% | +322.0% | -296.0% | +21.7% |
| All | +47.1% | +1,039.4% | -992.3% | +42.4% |
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