+46.9%
LQD vs CNH
+64.7%
-17.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.1% | -0.1% |
| 7D | -0.4% | +23.3% | -23.7% | -1.0% |
| 30D | -0.8% | +33.5% | -34.2% | -1.6% |
| 3M | -1.9% | +32.7% | -34.6% | -2.8% |
| 6M | -2.7% | +22.2% | -24.8% | -3.4% |
| YTD | -1.3% | +57.7% | -59.0% | -2.8% |
| 1Y | 0.0% | +28.0% | -28.0% | -1.0% |
| 3Y | +14.9% | +11.5% | +3.4% | +13.8% |
| 5Y | -4.6% | +11.9% | -16.4% | -5.8% |
| 10Y | +22.0% | +162.8% | -140.8% | +18.0% |
| All | +46.9% | +64.7% | -17.8% | +42.5% |
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