0.0%
LQD vs CSGP
-64.9%
+64.9%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -0.4% | -4.1% | +3.7% | -0.4% |
| 30D | -0.8% | +2.3% | -3.1% | -0.8% |
| 3M | -1.9% | -8.2% | +6.2% | -1.9% |
| 6M | -2.7% | -35.1% | +32.4% | -2.2% |
| YTD | -1.3% | -54.0% | +52.8% | -0.3% |
| 1Y | 0.0% | -65.3% | +65.3% | +2.5% |
| All | 0.0% | -64.9% | +64.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling