+15.9%
LQD vs CRBG
+117.3%
-101.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.1% |
| 30D | -1.3% | +2.6% | -3.9% | -1.4% |
| 3M | -3.2% | +24.0% | -27.2% | -3.9% |
| 6M | -2.1% | +50.5% | -52.6% | -3.5% |
| YTD | -2.4% | +17.1% | -19.5% | -3.1% |
| 1Y | -2.7% | +5.9% | -8.5% | -3.1% |
| 3Y | +14.2% | +122.7% | -108.5% | +9.7% |
| All | +15.9% | +117.3% | -101.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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