-6.0%
LQD vs CMI
+164.8%
-170.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.1% |
| 7D | -1.1% | -0.7% | -0.4% | -1.1% |
| 30D | -1.3% | -12.4% | +11.1% | -0.6% |
| 3M | -3.2% | -14.8% | +11.6% | -2.5% |
| 6M | -2.1% | +0.8% | -2.9% | -2.4% |
| YTD | -2.4% | +10.2% | -12.5% | -3.3% |
| 1Y | -2.7% | +37.4% | -40.1% | -4.9% |
| 3Y | +14.2% | +153.3% | -139.1% | +6.8% |
| All | -6.0% | +164.8% | -170.8% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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