+122.5%
CRWV vs LQD
+3.2%
+119.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.4% | -1.1% | +0.7% | +2.3% |
| 30D | -17.4% | -1.3% | -16.1% | -14.8% |
| 3M | -7.1% | -3.2% | -3.8% | 0.0% |
| 6M | +8.6% | -2.1% | +10.7% | +14.7% |
| YTD | +24.3% | -2.4% | +26.6% | +31.6% |
| 1Y | -21.0% | -2.7% | -18.4% | -15.9% |
| All | +122.5% | +3.2% | +119.3% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling