+189.9%
LQD vs CSGP
+1,360.1%
-1,170.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -0.4% | -4.1% | +3.7% | -0.3% |
| 30D | -0.8% | +2.3% | -3.1% | -0.8% |
| 3M | -1.9% | -8.2% | +6.2% | -1.8% |
| 6M | -2.7% | -35.1% | +32.4% | -1.8% |
| YTD | -1.3% | -54.0% | +52.8% | +0.3% |
| 1Y | 0.0% | -65.3% | +65.3% | +2.2% |
| 3Y | +14.9% | -62.6% | +77.5% | +17.0% |
| 5Y | -4.6% | -64.8% | +60.3% | -3.0% |
| 10Y | +22.0% | +45.1% | -23.1% | +23.6% |
| All | +189.9% | +1,360.1% | -1,170.1% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling