+6,316.1%
CAT vs LQD
+190.1%
+6,125.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | -6.6% | -0.8% | -5.8% | -6.4% |
| 3M | -13.3% | -1.9% | -11.4% | -12.9% |
| 6M | +11.6% | -2.7% | +14.3% | +12.3% |
| YTD | +42.9% | -1.3% | +44.2% | +43.4% |
| 1Y | +95.4% | 0.0% | +95.5% | +95.6% |
| 3Y | +196.6% | +14.9% | +181.7% | +190.4% |
| 5Y | +321.7% | -4.6% | +326.2% | +318.7% |
| 10Y | +1,140.8% | +22.0% | +1,118.8% | +1,110.6% |
| All | +6,316.1% | +190.1% | +6,125.9% | +8,068.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling