+17.6%
LQD vs CSGP
-60.4%
+78.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.1% |
| 7D | +0.2% | +1.3% | -1.0% | +0.2% |
| 30D | +2.4% | +10.7% | -8.3% | +1.8% |
| 3M | -0.9% | +3.3% | -4.2% | -1.2% |
| 6M | -2.3% | -10.3% | +8.0% | -2.1% |
| YTD | -1.7% | -54.6% | +52.8% | +2.0% |
| 1Y | -1.6% | -54.6% | +53.0% | +2.1% |
| 3Y | +17.6% | -60.3% | +77.9% | +21.0% |
| All | +17.6% | -60.4% | +78.0% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling