+44.3%
LQD vs CNH
+36.2%
+8.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.6% | +3.0% | -4.7% | -1.7% |
| 30D | +0.5% | -0.6% | +1.1% | +0.5% |
| 3M | -2.3% | +14.6% | -16.9% | -2.8% |
| 6M | -3.1% | +11.8% | -14.8% | -3.5% |
| YTD | -3.0% | +30.4% | -33.4% | -4.0% |
| 1Y | -2.6% | +19.1% | -21.6% | -3.3% |
| 3Y | +15.2% | +30.2% | -15.0% | +13.7% |
| 5Y | -5.2% | -17.8% | +12.7% | -5.7% |
| 10Y | +24.6% | +103.9% | -79.4% | +20.9% |
| All | +44.3% | +36.2% | +8.2% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling