-1.3%
LQD vs CEG
+681.8%
-683.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.8% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | -1.1% | +2.9% | -4.0% | -1.2% |
| 3M | -2.3% | +18.2% | -20.6% | -2.8% |
| 6M | -2.9% | -9.5% | +6.6% | -2.8% |
| YTD | -2.3% | -18.7% | +16.4% | -2.0% |
| 1Y | -2.2% | -10.1% | +8.0% | -2.2% |
| 3Y | +14.0% | +168.3% | -154.3% | +7.2% |
| All | -1.3% | +681.8% | -683.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 10y: compounded portfolio wealth divided by compounded CEG 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…
10y analysis · Full analysis span regression · 6 months rolling