-4.4%
LQD vs CLF
-48.3%
+43.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +0.2% | +6.5% | -6.3% | +0.1% |
| 30D | -0.6% | +0.2% | -0.8% | -0.6% |
| 3M | -1.2% | -3.1% | +1.9% | -1.2% |
| 6M | -1.9% | +25.0% | -27.0% | -2.7% |
| YTD | -1.3% | -7.5% | +6.2% | -1.5% |
| 1Y | -1.0% | +11.5% | -12.5% | -1.9% |
| 3Y | +15.2% | -13.7% | +28.9% | +14.3% |
| 5Y | -4.4% | -47.0% | +42.6% | -5.0% |
| All | -4.4% | -48.3% | +43.9% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 5y: compounded portfolio wealth divided by compounded CLF 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…
5y analysis · Full analysis span regression · 6 months rolling