+14.2%
LQD vs CLSK
+211.4%
-197.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.1% |
| 7D | -1.1% | +7.7% | -8.8% | -1.2% |
| 30D | -1.3% | +12.2% | -13.5% | -1.4% |
| 3M | -3.2% | -15.5% | +12.3% | -3.1% |
| 6M | -2.1% | +39.3% | -41.5% | -2.6% |
| YTD | -2.4% | +35.1% | -37.4% | -2.9% |
| 1Y | -2.7% | +34.0% | -36.7% | -3.4% |
| 3Y | +14.2% | +226.3% | -212.1% | +8.7% |
| All | +14.2% | +211.4% | -197.2% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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