-10.0%
CRM vs LQD
-1.7%
-8.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.5% | +2.0% |
| 7D | -6.2% | +0.4% | -6.6% | -6.3% |
| 30D | -1.2% | +2.6% | -3.8% | -1.7% |
| 3M | +19.1% | -1.7% | +20.8% | +18.7% |
| 6M | +23.0% | -1.9% | +24.9% | +22.3% |
| YTD | -13.7% | -2.2% | -11.5% | -14.6% |
| 1Y | -10.0% | -1.9% | -8.1% | -10.8% |
| All | -10.0% | -1.7% | -8.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 1y: compounded portfolio wealth divided by compounded LQD 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…
1y analysis · Full analysis span regression · 6 months rolling