+170.4%
LQD vs CME
+7,469.3%
-7,298.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.4% | -1.6% | +1.2% | -0.4% |
| 30D | -0.8% | +6.2% | -7.0% | -0.8% |
| 3M | -1.9% | +10.4% | -12.3% | -2.0% |
| 6M | -2.7% | -9.5% | +6.9% | -2.6% |
| YTD | -1.3% | +6.0% | -7.3% | -1.4% |
| 1Y | 0.0% | +9.3% | -9.3% | -0.2% |
| 3Y | +14.9% | +57.7% | -42.8% | +14.2% |
| 5Y | -4.6% | +77.7% | -82.2% | -5.3% |
| 10Y | +22.0% | +281.2% | -259.2% | +20.1% |
| All | +170.4% | +7,469.3% | -7,298.9% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling