+48.0%
LQD vs CDW
+903.1%
-855.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.4% | +3.2% | -3.6% | -0.5% |
| 30D | -0.8% | +9.3% | -10.1% | -1.2% |
| 3M | -1.9% | +9.8% | -11.7% | -2.5% |
| 6M | -2.7% | +23.3% | -26.0% | -4.0% |
| YTD | -1.3% | +13.7% | -14.9% | -2.3% |
| 1Y | 0.0% | -6.5% | +6.5% | -0.1% |
| 3Y | +14.9% | -25.2% | +40.1% | +15.7% |
| 5Y | -4.6% | -19.5% | +14.9% | -4.8% |
| 10Y | +22.0% | +285.8% | -263.8% | +18.7% |
| All | +48.0% | +903.1% | -855.1% | +44.3% |
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