+186.8%
LQD vs CMS
+1,734.5%
-1,547.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | +1.4% | +7.4% | -6.0% | +1.0% |
| 3M | -1.1% | +1.9% | -3.0% | -1.2% |
| 6M | -2.9% | -2.3% | -0.6% | -2.9% |
| YTD | -2.3% | +3.0% | -5.3% | -2.6% |
| 1Y | -2.1% | -2.8% | +0.7% | -2.0% |
| 3Y | +15.9% | +37.9% | -22.0% | +13.9% |
| 5Y | -4.9% | +34.0% | -38.9% | -6.6% |
| 10Y | +24.8% | +138.1% | -113.3% | +20.1% |
| All | +186.8% | +1,734.5% | -1,547.7% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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