+106.7%
CRWD vs LQD
+0.3%
+106.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | -2.4% | -0.4% | -2.0% | -1.8% |
| 30D | +1.5% | -0.8% | +2.3% | +2.8% |
| 3M | +18.5% | -1.9% | +20.5% | +21.6% |
| 6M | +109.1% | -2.7% | +111.7% | +112.7% |
| YTD | +81.8% | -1.3% | +83.1% | +83.5% |
| 1Y | +106.7% | 0.0% | +106.7% | +108.4% |
| All | +106.7% | +0.3% | +106.3% | +108.4% |
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 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