+22.2%
LQD vs CLS
+2,968.1%
-2,945.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | -1.1% | +5.0% | -6.0% | -1.2% |
| 30D | -1.1% | +4.8% | -5.9% | -1.4% |
| 3M | -2.3% | -10.4% | +8.0% | -2.2% |
| 6M | -2.9% | +20.8% | -23.7% | -4.1% |
| YTD | -2.3% | +10.0% | -12.3% | -3.4% |
| 1Y | -2.2% | +28.5% | -30.7% | -4.1% |
| 3Y | +14.0% | +1,292.2% | -1,278.2% | -1.9% |
| 5Y | -5.8% | +3,616.8% | -3,622.6% | -23.8% |
| All | +22.2% | +2,968.1% | -2,945.9% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling