-4.4%
LQD vs CME
+74.8%
-79.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -1.6% | +3.9% | -5.6% | -1.7% |
| 30D | +0.5% | +11.3% | -10.8% | +0.3% |
| 3M | -2.3% | +19.6% | -21.9% | -2.7% |
| 6M | -3.1% | +8.1% | -11.1% | -3.1% |
| YTD | -3.0% | +20.4% | -23.4% | -3.4% |
| 1Y | -2.6% | +16.5% | -19.0% | -2.9% |
| 3Y | +15.2% | +66.4% | -51.3% | +13.0% |
| All | -4.4% | +74.8% | -79.2% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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