+189.9%
LQD vs CI
+1,061.4%
-871.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -0.4% | +1.3% | -1.7% | -0.4% |
| 30D | -0.8% | +4.4% | -5.2% | -0.9% |
| 3M | -1.9% | +0.7% | -2.6% | -2.0% |
| 6M | -2.7% | +0.3% | -3.0% | -2.7% |
| YTD | -1.3% | +3.8% | -5.1% | -1.4% |
| 1Y | 0.0% | -5.5% | +5.5% | 0.0% |
| 3Y | +14.9% | +8.1% | +6.8% | +14.4% |
| 5Y | -4.6% | +42.8% | -47.4% | -5.6% |
| 10Y | +22.0% | +143.9% | -121.9% | +19.1% |
| All | +189.9% | +1,061.4% | -871.5% | +174.8% |
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