+22.2%
LQD vs CMG
+327.5%
-305.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | -2.1% | +1.0% | -1.0% |
| 30D | -1.3% | +10.9% | -12.2% | -1.8% |
| 3M | -3.2% | +15.8% | -19.0% | -4.1% |
| 6M | -2.1% | +6.9% | -9.1% | -2.7% |
| YTD | -2.4% | -2.2% | -0.2% | -2.5% |
| 1Y | -2.7% | -7.1% | +4.4% | -2.7% |
| 3Y | +14.2% | -7.1% | +21.3% | +13.3% |
| 5Y | -5.8% | -4.8% | -1.0% | -7.4% |
| All | +22.2% | +327.5% | -305.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling