-5.2%
LQD vs CNH
+12.3%
-17.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.3% |
| 7D | 0.0% | +1.8% | -1.9% | -0.1% |
| 30D | -0.2% | +32.6% | -32.8% | -1.5% |
| 3M | -1.7% | +29.4% | -31.1% | -2.9% |
| 6M | -2.7% | +26.0% | -28.7% | -3.9% |
| YTD | -1.4% | +52.2% | -53.6% | -3.6% |
| 1Y | -1.0% | +23.9% | -24.9% | -2.3% |
| 3Y | +15.1% | +10.1% | +4.9% | +13.4% |
| 5Y | -5.2% | +13.2% | -18.3% | -7.1% |
| All | -5.2% | +12.3% | -17.5% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling