+4,653.6%
CAT vs LQD
+188.3%
+4,465.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.7% | -0.5% | +2.3% | +1.9% |
| 30D | -24.6% | +1.7% | -26.3% | -24.8% |
| 3M | -28.5% | -0.7% | -27.8% | -28.4% |
| 6M | -34.8% | -2.2% | -32.6% | -34.5% |
| YTD | +5.9% | -1.9% | +7.8% | +6.4% |
| 1Y | +6.8% | -2.0% | +8.9% | +7.3% |
| 3Y | +161.1% | +16.5% | +144.6% | +155.3% |
| 5Y | +213.4% | -4.2% | +217.6% | +211.3% |
| 10Y | +700.3% | +26.0% | +674.4% | +679.3% |
| All | +4,653.6% | +188.3% | +4,465.3% | +5,959.3% |
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 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