+5,760.6%
CRM vs LQD
+139.7%
+5,620.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -4.4% | -1.1% | -3.3% | -4.0% |
| 30D | +28.1% | -1.3% | +29.4% | +28.8% |
| 3M | +48.8% | -3.2% | +52.0% | +50.8% |
| 6M | +28.3% | -2.1% | +30.4% | +29.4% |
| YTD | -6.0% | -2.4% | -3.7% | -5.1% |
| 1Y | +1.4% | -2.7% | +4.1% | +2.5% |
| 3Y | +11.8% | +14.2% | -2.3% | +5.8% |
| 5Y | -2.0% | -5.8% | +3.8% | -2.0% |
| 10Y | +239.6% | +22.2% | +217.5% | +225.8% |
| All | +5,760.6% | +139.7% | +5,620.9% | +3,922.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling