+2.7%
LQD vs CRCL
+31.3%
-28.6%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.1% | -11.2% | +10.1% | -1.1% |
| 30D | -1.3% | +27.1% | -28.4% | -1.4% |
| 3M | -3.2% | +9.6% | -12.9% | -3.3% |
| 6M | -2.1% | -19.7% | +17.6% | -2.2% |
| YTD | -2.4% | +14.2% | -16.6% | -2.3% |
| 1Y | -2.7% | -32.2% | +29.6% | -2.8% |
| All | +2.7% | +31.3% | -28.6% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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