+22.2%
LQD vs CFG
+316.8%
-294.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | -1.3% | -4.6% | +3.4% | -1.2% |
| 3M | -3.2% | +6.7% | -9.9% | -3.4% |
| 6M | -2.1% | +22.1% | -24.2% | -2.6% |
| YTD | -2.4% | +23.2% | -25.5% | -2.8% |
| 1Y | -2.7% | +40.3% | -42.9% | -3.4% |
| 3Y | +14.2% | +187.9% | -173.7% | +11.6% |
| 5Y | -5.8% | +102.0% | -107.8% | -7.7% |
| All | +22.2% | +316.8% | -294.7% | +21.2% |
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