+123.9%
LQD vs CF
+5,948.3%
-5,824.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | -0.4% | +6.0% | -6.4% | -0.4% |
| 30D | -0.8% | +14.8% | -15.6% | -0.9% |
| 3M | -1.9% | +14.1% | -16.0% | -2.0% |
| 6M | -2.7% | +28.5% | -31.2% | -2.9% |
| YTD | -1.3% | +74.9% | -76.2% | -1.9% |
| 1Y | 0.0% | +61.7% | -61.7% | -0.6% |
| 3Y | +14.9% | +80.3% | -65.4% | +14.0% |
| 5Y | -4.6% | +226.0% | -230.5% | -6.1% |
| 10Y | +22.0% | +569.9% | -547.9% | +18.8% |
| All | +123.9% | +5,948.3% | -5,824.4% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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