+23.9%
LQD vs CLBK
+66.9%
-42.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.2% | +1.1% | -0.9% | +0.2% |
| 30D | -0.6% | +7.8% | -8.4% | -0.9% |
| 3M | -1.2% | +23.9% | -25.1% | -2.1% |
| 6M | -1.9% | +42.3% | -44.3% | -3.3% |
| YTD | -1.3% | +65.4% | -66.7% | -3.3% |
| 1Y | -1.0% | +70.3% | -71.3% | -3.2% |
| 3Y | +15.2% | +54.5% | -39.2% | +12.7% |
| 5Y | -4.4% | +43.1% | -47.5% | -6.7% |
| All | +23.9% | +66.9% | -42.9% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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