+50.3%
LQD vs CG
+341.4%
-291.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | +0.2% | -1.3% | +1.5% | +0.3% |
| 30D | -0.6% | -3.2% | +2.6% | -0.5% |
| 3M | -1.2% | +6.2% | -7.4% | -1.5% |
| 6M | -1.9% | -4.7% | +2.7% | -1.9% |
| YTD | -1.3% | -20.6% | +19.4% | -0.5% |
| 1Y | -1.0% | -26.4% | +25.4% | +0.1% |
| 3Y | +15.2% | +55.4% | -40.1% | +11.8% |
| 5Y | -4.4% | +9.8% | -14.2% | -7.0% |
| 10Y | +22.6% | +341.4% | -318.8% | +17.1% |
| All | +50.3% | +341.4% | -291.1% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling