+22.2%
LQD vs CG
+314.7%
-292.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -1.1% | -9.9% | +8.8% | -0.5% |
| 30D | -1.3% | -11.7% | +10.4% | -0.6% |
| 3M | -3.2% | -4.3% | +1.1% | -3.0% |
| 6M | -2.1% | -8.8% | +6.6% | -1.8% |
| YTD | -2.4% | -26.9% | +24.5% | -0.8% |
| 1Y | -2.7% | -35.4% | +32.8% | -0.5% |
| 3Y | +14.2% | +43.0% | -28.8% | +9.9% |
| 5Y | -5.8% | +1.9% | -7.7% | -8.9% |
| All | +22.2% | +314.7% | -292.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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