+332.7%
CAT vs LQD
-4.7%
+337.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.5% |
| 3M | -10.7% | -1.7% | -9.0% | -9.8% |
| 6M | +16.1% | -2.7% | +18.8% | +17.9% |
| YTD | +43.2% | -1.4% | +44.7% | +44.6% |
| 1Y | +96.8% | -1.0% | +97.8% | +98.2% |
| 3Y | +201.4% | +15.1% | +186.3% | +185.5% |
| 5Y | +332.7% | -5.2% | +337.9% | +267.0% |
| All | +332.7% | -4.7% | +337.4% | +267.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling