+203.9%
CAT vs LQD
+15.0%
+188.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.6% | +0.2% | +5.3% | +5.3% |
| 30D | -2.3% | -0.6% | -1.8% | -1.8% |
| 3M | -10.0% | -1.2% | -8.8% | -8.8% |
| 6M | +21.2% | -1.9% | +23.2% | +23.7% |
| YTD | +44.4% | -1.3% | +45.7% | +46.6% |
| 1Y | +96.3% | -1.0% | +97.3% | +98.7% |
| 3Y | +203.9% | +15.2% | +188.7% | +157.8% |
| All | +203.9% | +15.0% | +188.9% | +157.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling