-3.4%
LQD vs CIFR
+69.3%
-72.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.1% |
| 7D | -1.1% | -5.0% | +3.9% | -1.1% |
| 30D | -1.3% | -5.7% | +4.4% | -1.3% |
| 3M | -3.2% | -25.5% | +22.3% | -3.1% |
| 6M | -2.1% | +19.4% | -21.5% | -2.6% |
| YTD | -2.4% | +14.2% | -16.5% | -2.9% |
| 1Y | -2.7% | +69.0% | -71.7% | -3.8% |
| 3Y | +14.2% | +503.9% | -489.7% | +9.6% |
| 5Y | -5.8% | +27.7% | -33.5% | -10.9% |
| All | -3.4% | +69.3% | -72.8% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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