+4,682.6%
CAT vs LQD
+185.8%
+4,496.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +9.3% | -1.5% | +10.9% | +9.7% |
| 30D | -21.5% | +0.9% | -22.4% | -21.6% |
| 3M | -29.1% | -1.7% | -27.4% | -28.9% |
| 6M | -33.4% | -2.8% | -30.6% | -33.0% |
| YTD | +6.6% | -2.8% | +9.3% | +7.2% |
| 1Y | +6.5% | -2.8% | +9.3% | +7.2% |
| 3Y | +162.7% | +15.5% | +147.2% | +157.3% |
| 5Y | +214.2% | -4.9% | +219.2% | +212.6% |
| 10Y | +705.2% | +24.9% | +680.4% | +685.4% |
| All | +4,682.6% | +185.8% | +4,496.8% | +6,006.8% |
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 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