+189.5%
LQD vs CMI
+11,348.3%
-11,158.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | -0.2% | -12.3% | +12.1% | 0.0% |
| 3M | -1.7% | -16.8% | +15.1% | -1.4% |
| 6M | -2.7% | +1.5% | -4.2% | -2.8% |
| YTD | -1.4% | +9.8% | -11.2% | -1.6% |
| 1Y | -1.0% | +42.6% | -43.6% | -1.6% |
| 3Y | +15.1% | +151.0% | -135.9% | +13.4% |
| 5Y | -5.2% | +167.0% | -172.2% | -6.7% |
| 10Y | +23.3% | +512.2% | -488.8% | +20.2% |
| All | +189.5% | +11,348.3% | -11,158.8% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling