-1.9%
LQD vs CLS
-28.7%
+26.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.1% | +9.8% | +0.9% |
| 7D | +0.4% | -21.1% | +21.6% | +0.7% |
| 30D | +2.6% | -38.2% | +40.8% | +3.3% |
| 3M | -1.7% | -36.3% | +34.6% | -1.2% |
| 6M | -1.9% | -43.8% | +41.9% | -1.3% |
| YTD | -2.2% | -20.0% | +17.8% | -2.6% |
| 1Y | -1.9% | -29.6% | +27.7% | -2.1% |
| All | -1.9% | -28.7% | +26.9% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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