+15.2%
LQD vs CLS
+842.1%
-827.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.2% |
| 7D | -1.6% | +16.3% | -17.9% | -1.8% |
| 30D | +0.5% | -25.7% | +26.2% | +0.8% |
| 3M | -2.3% | -30.9% | +28.6% | -2.0% |
| 6M | -3.1% | -35.5% | +32.4% | -2.7% |
| YTD | -3.0% | -18.7% | +15.7% | -3.1% |
| 1Y | -2.6% | -17.9% | +15.4% | -2.7% |
| 3Y | +15.2% | +838.1% | -822.9% | +8.1% |
| All | +15.2% | +842.1% | -827.0% | +8.1% |
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 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