+14.2%
LQD vs CRS
+612.2%
-598.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -1.1% | -6.8% | +5.7% | -0.9% |
| 30D | -1.3% | -16.1% | +14.8% | -0.8% |
| 3M | -3.2% | -21.2% | +18.0% | -2.6% |
| 6M | -2.1% | +8.7% | -10.8% | -2.5% |
| YTD | -2.4% | +41.0% | -43.3% | -3.3% |
| 1Y | -2.7% | +82.7% | -85.3% | -4.3% |
| 3Y | +14.2% | +604.8% | -590.6% | +4.2% |
| All | +14.2% | +612.2% | -598.1% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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