+25.5%
LQD vs CFG
+214.3%
-188.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -1.5% | +1.6% | -3.2% | -1.6% |
| 30D | +0.9% | +3.3% | -2.4% | +0.8% |
| 3M | -1.7% | -11.5% | +9.9% | -1.4% |
| 6M | -2.8% | +6.2% | -9.0% | -2.9% |
| YTD | -2.8% | +14.3% | -17.0% | -3.1% |
| 1Y | -2.8% | +26.7% | -29.5% | -3.4% |
| 3Y | +15.5% | +187.8% | -172.3% | +12.7% |
| 5Y | -4.9% | +61.3% | -66.2% | -6.8% |
| All | +25.5% | +214.3% | -188.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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