-2.5%
LQD vs CIFR
+69.8%
-72.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.7% | +8.5% | -0.1% |
| 7D | 0.0% | +11.3% | -11.4% | -0.2% |
| 30D | -0.2% | +3.5% | -3.7% | -0.3% |
| 3M | -1.7% | -26.6% | +24.9% | -1.6% |
| 6M | -2.7% | +18.1% | -20.8% | -3.1% |
| YTD | -1.4% | +14.5% | -15.9% | -2.0% |
| 1Y | -1.0% | +83.3% | -84.3% | -2.2% |
| 3Y | +15.1% | +461.5% | -446.4% | +10.5% |
| 5Y | -5.2% | +29.3% | -34.5% | -10.3% |
| All | -2.5% | +69.8% | -72.4% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling