+204.5%
CAT vs LQD
-4.6%
+209.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -6.3% | +0.2% | -6.5% | -6.4% |
| 30D | -26.8% | +1.8% | -28.6% | -27.6% |
| 3M | -30.0% | -0.7% | -29.3% | -29.8% |
| 6M | -34.6% | -2.6% | -32.0% | -33.6% |
| YTD | +2.9% | -2.0% | +4.9% | +4.2% |
| 1Y | +3.3% | -1.7% | +5.0% | +4.5% |
| 3Y | +153.7% | +16.4% | +137.3% | +139.2% |
| All | +204.5% | -4.6% | +209.1% | +161.0% |
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