+122.8%
LQD vs CF
+5,315.1%
-5,192.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +0.2% | -3.2% | +3.4% | +0.3% |
| 30D | +2.4% | +4.3% | -1.9% | +2.3% |
| 3M | -0.9% | +2.8% | -3.7% | -0.9% |
| 6M | -2.3% | +0.6% | -2.9% | -2.4% |
| YTD | -1.7% | +56.6% | -58.4% | -2.3% |
| 1Y | -1.6% | +49.6% | -51.3% | -2.1% |
| 3Y | +17.6% | +61.5% | -43.9% | +16.8% |
| 5Y | -5.3% | +124.0% | -129.2% | -6.4% |
| 10Y | +23.3% | +573.2% | -549.9% | +20.2% |
| All | +122.8% | +5,315.1% | -5,192.3% | +112.9% |
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