+15.3%
LQD vs CFG
+182.2%
-166.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | 0.0% | -0.6% | +0.5% | 0.0% |
| 30D | -0.2% | -4.5% | +4.3% | 0.0% |
| 3M | -1.7% | +6.3% | -8.0% | -2.0% |
| 6M | -2.7% | +20.6% | -23.3% | -3.7% |
| YTD | -1.4% | +21.2% | -22.7% | -2.5% |
| 1Y | -1.0% | +38.2% | -39.2% | -2.8% |
| All | +15.3% | +182.2% | -166.9% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling