+189.9%
LQD vs CRL
+718.4%
-528.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | 0.0% |
| 7D | -0.4% | -1.0% | +0.6% | -0.4% |
| 30D | -0.8% | +10.7% | -11.4% | -1.1% |
| 3M | -1.9% | +55.3% | -57.2% | -3.3% |
| 6M | -2.7% | +60.7% | -63.3% | -4.2% |
| YTD | -1.3% | +44.6% | -45.9% | -2.6% |
| 1Y | 0.0% | +77.7% | -77.8% | -2.1% |
| 3Y | +14.9% | +37.6% | -22.7% | +12.7% |
| 5Y | -4.6% | -35.8% | +31.3% | -5.4% |
| 10Y | +22.0% | +241.7% | -219.8% | +18.3% |
| All | +189.9% | +718.4% | -528.5% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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