+188.6%
LQD vs CSGP
+1,343.1%
-1,154.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | 0.0% |
| 7D | +0.2% | +1.3% | -1.0% | +0.2% |
| 30D | +2.4% | +10.7% | -8.3% | +2.1% |
| 3M | -0.9% | +3.3% | -4.2% | -1.0% |
| 6M | -2.3% | -10.3% | +8.0% | -2.2% |
| YTD | -1.7% | -54.6% | +52.8% | -0.2% |
| 1Y | -1.6% | -54.6% | +53.0% | -0.1% |
| 3Y | +17.6% | -60.3% | +77.9% | +19.6% |
| 5Y | -5.3% | -63.3% | +58.0% | -3.8% |
| 10Y | +23.3% | +66.5% | -43.2% | +24.9% |
| All | +188.6% | +1,343.1% | -1,154.5% | +199.2% |
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