+184.9%
LQD vs CMS
+1,750.3%
-1,565.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -1.6% | +1.7% | -3.4% | -1.7% |
| 30D | +0.5% | +6.2% | -5.7% | +0.2% |
| 3M | -2.3% | +0.6% | -2.9% | -2.4% |
| 6M | -3.1% | -1.8% | -1.3% | -3.0% |
| YTD | -3.0% | +3.8% | -6.8% | -3.2% |
| 1Y | -2.6% | -1.8% | -0.8% | -2.5% |
| 3Y | +15.2% | +39.8% | -24.6% | +13.0% |
| 5Y | -5.2% | +37.1% | -42.3% | -7.0% |
| 10Y | +24.6% | +138.6% | -114.0% | +19.8% |
| All | +184.9% | +1,750.3% | -1,565.3% | +163.0% |
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