+15.3%
LQD vs CLS
+1,307.0%
-1,291.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | 0.0% | +20.1% | -20.1% | -0.3% |
| 30D | -0.2% | +6.0% | -6.2% | -0.3% |
| 3M | -1.7% | -10.3% | +8.6% | -1.6% |
| 6M | -2.7% | +24.5% | -27.2% | -3.2% |
| YTD | -1.4% | +12.9% | -14.3% | -1.9% |
| 1Y | -1.0% | +36.7% | -37.7% | -1.8% |
| All | +15.3% | +1,307.0% | -1,291.7% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling