+188.1%
LQD vs CL
+550.8%
-362.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +1.7% | +9.5% | -7.8% | +1.3% |
| 3M | -0.7% | +6.8% | -7.5% | -1.0% |
| 6M | -2.2% | +14.3% | -16.5% | -2.9% |
| YTD | -1.9% | +26.3% | -28.2% | -2.9% |
| 1Y | -2.0% | +25.6% | -27.6% | -3.1% |
| 3Y | +16.5% | +38.5% | -22.0% | +14.8% |
| 5Y | -4.2% | +40.7% | -44.9% | -5.8% |
| 10Y | +26.0% | +83.1% | -57.1% | +22.9% |
| All | +188.1% | +550.8% | -362.7% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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