+34.0%
LQD vs CFG
+361.3%
-327.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -1.6% | +3.2% | -4.8% | -1.7% |
| 30D | +0.5% | +5.1% | -4.6% | +0.5% |
| 3M | -2.3% | -11.2% | +8.9% | -2.2% |
| 6M | -3.1% | +9.6% | -12.6% | -3.2% |
| YTD | -3.0% | +15.0% | -17.9% | -3.2% |
| 1Y | -2.6% | +29.9% | -32.4% | -2.9% |
| 3Y | +15.2% | +192.1% | -176.9% | +13.7% |
| 5Y | -5.2% | +62.3% | -67.5% | -6.4% |
| 10Y | +24.6% | +219.2% | -194.6% | +23.6% |
| All | +34.0% | +361.3% | -327.3% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling