+186.9%
LQD vs CNC
+3,039.2%
-2,852.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | -1.1% | -3.9% | +2.8% | -1.0% |
| 30D | -1.1% | +0.8% | -1.9% | -1.1% |
| 3M | -2.3% | +0.1% | -2.4% | -2.4% |
| 6M | -2.9% | +79.7% | -82.6% | -3.5% |
| YTD | -2.3% | +58.9% | -61.2% | -2.8% |
| 1Y | -2.2% | +109.1% | -111.3% | -2.9% |
| 3Y | +14.0% | 0.0% | +14.0% | +13.7% |
| 5Y | -5.8% | +9.5% | -15.3% | -6.1% |
| 10Y | +22.2% | +95.7% | -73.4% | +21.2% |
| All | +186.9% | +3,039.2% | -2,852.3% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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