+189.9%
LQD vs CLS
+1,376.8%
-1,186.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.4% | +4.6% | -5.0% | -0.5% |
| 30D | -0.8% | -13.9% | +13.1% | -0.6% |
| 3M | -1.9% | -26.6% | +24.6% | -1.6% |
| 6M | -2.7% | +15.4% | -18.1% | -3.1% |
| YTD | -1.3% | +5.7% | -6.9% | -1.7% |
| 1Y | 0.0% | +41.1% | -41.1% | -1.0% |
| 3Y | +14.9% | +1,228.6% | -1,213.7% | +9.2% |
| 5Y | -4.6% | +3,240.6% | -3,245.2% | -10.7% |
| 10Y | +22.0% | +2,760.3% | -2,738.4% | +12.8% |
| All | +189.9% | +1,376.8% | -1,186.9% | +164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling