+184.9%
LQD vs CI
+1,127.7%
-942.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.2% |
| 7D | -1.6% | +1.2% | -2.8% | -1.7% |
| 30D | +0.5% | +2.6% | -2.0% | +0.5% |
| 3M | -2.3% | +7.4% | -9.7% | -2.5% |
| 6M | -3.1% | -0.1% | -2.9% | -3.1% |
| YTD | -3.0% | +9.7% | -12.7% | -3.2% |
| 1Y | -2.6% | +12.1% | -14.7% | -2.8% |
| 3Y | +15.2% | +7.0% | +8.2% | +14.7% |
| 5Y | -5.2% | +49.7% | -54.9% | -6.2% |
| 10Y | +24.6% | +147.2% | -122.6% | +21.6% |
| All | +184.9% | +1,127.7% | -942.8% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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