+24.8%
LQD vs CSX
+416.0%
-391.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -0.8% |
| 7D | +0.2% | +0.7% | -0.6% | +0.1% |
| 30D | +1.4% | +8.1% | -6.6% | +1.1% |
| 3M | -1.1% | +2.2% | -3.3% | -1.2% |
| 6M | -2.9% | +14.6% | -17.5% | -3.6% |
| YTD | -2.3% | +42.2% | -44.5% | -3.9% |
| 1Y | -2.1% | +47.3% | -49.4% | -3.8% |
| 3Y | +15.9% | +73.5% | -57.6% | +12.9% |
| 5Y | -4.9% | +54.1% | -59.0% | -7.4% |
| 10Y | +24.8% | +409.0% | -384.1% | +21.7% |
| All | +24.8% | +416.0% | -391.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling