+22.2%
LQD vs CSX
+502.6%
-480.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.1% | -1.5% | +0.4% | -1.1% |
| 3M | -2.3% | +6.0% | -8.3% | -2.6% |
| 6M | -2.9% | +20.6% | -23.5% | -3.7% |
| YTD | -2.3% | +36.5% | -38.8% | -3.6% |
| 1Y | -2.2% | +55.0% | -57.2% | -4.0% |
| 3Y | +14.0% | +70.8% | -56.7% | +11.2% |
| 5Y | -5.8% | +69.6% | -75.3% | -8.2% |
| All | +22.2% | +502.6% | -480.4% | +19.8% |
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