-4.4%
LQD vs CSX
+66.7%
-71.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.2% | +0.6% | -0.4% | +0.2% |
| 30D | -0.6% | -2.3% | +1.7% | -0.4% |
| 3M | -1.2% | +4.3% | -5.5% | -1.6% |
| 6M | -1.9% | +23.4% | -25.3% | -3.8% |
| YTD | -1.3% | +36.4% | -37.7% | -3.9% |
| 1Y | -1.0% | +53.0% | -54.1% | -4.7% |
| 3Y | +15.2% | +70.6% | -55.4% | +9.1% |
| 5Y | -4.4% | +65.5% | -69.9% | -9.5% |
| All | -4.4% | +66.7% | -71.1% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling