+1,157.1%
CAT vs LQD
+23.0%
+1,134.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +2.9% | 0.0% | +3.0% | +3.0% |
| 30D | -2.6% | -0.2% | -2.4% | -2.6% |
| 3M | -10.7% | -1.7% | -9.0% | -10.1% |
| 6M | +16.1% | -2.7% | +18.8% | +17.3% |
| YTD | +43.2% | -1.4% | +44.7% | +44.1% |
| 1Y | +96.8% | -1.0% | +97.8% | +97.7% |
| 3Y | +201.4% | +15.1% | +186.3% | +191.2% |
| 5Y | +332.7% | -5.2% | +337.9% | +323.7% |
| 10Y | +1,157.1% | +23.3% | +1,133.8% | +1,221.3% |
| All | +1,157.1% | +23.0% | +1,134.1% | +1,221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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