+80.6%
CRWD vs LQD
-1.7%
+82.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.2% |
| 7D | -9.6% | +0.4% | -10.0% | -10.0% |
| 30D | -11.6% | +2.6% | -14.2% | -14.3% |
| 3M | +14.1% | -1.7% | +15.8% | +17.8% |
| 6M | +105.4% | -1.9% | +107.4% | +112.5% |
| YTD | +105.6% | -2.2% | +107.8% | +110.1% |
| 1Y | +80.6% | -1.9% | +82.4% | +84.4% |
| All | +80.6% | -1.7% | +82.2% | +84.4% |
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