+124.0%
LQD vs CMG
+3,903.3%
-3,779.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | -0.1% |
| 7D | 0.0% | -6.5% | +6.4% | +0.1% |
| 30D | -0.2% | +12.1% | -12.3% | -0.5% |
| 3M | -1.7% | +20.6% | -22.3% | -2.2% |
| 6M | -2.7% | +2.1% | -4.8% | -2.8% |
| YTD | -1.4% | -2.6% | +1.2% | -1.5% |
| 1Y | -1.0% | -8.7% | +7.7% | -1.0% |
| 3Y | +15.1% | -7.4% | +22.4% | +14.8% |
| 5Y | -5.2% | -5.7% | +0.5% | -5.8% |
| 10Y | +23.3% | +322.3% | -299.0% | +20.1% |
| All | +124.0% | +3,903.3% | -3,779.3% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling