+15.2%
LQD vs CNH
+29.5%
-14.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.6% | +3.0% | -4.7% | -1.8% |
| 30D | +0.5% | -0.6% | +1.1% | +0.5% |
| 3M | -2.3% | +14.6% | -16.9% | -3.1% |
| 6M | -3.1% | +11.8% | -14.8% | -3.8% |
| YTD | -3.0% | +30.4% | -33.4% | -4.7% |
| 1Y | -2.6% | +19.1% | -21.6% | -3.8% |
| 3Y | +15.2% | +30.2% | -15.0% | +10.9% |
| All | +15.2% | +29.5% | -14.3% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 3y: compounded portfolio wealth divided by compounded CNH 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…
3y analysis · Full analysis span regression · 6 months rolling