+15.1%
LQD vs CART
+40.2%
-25.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +1.7% | +23.1% | -21.3% | +1.4% |
| 3M | -0.7% | +19.2% | -19.9% | -1.0% |
| 6M | -2.2% | +45.7% | -47.9% | -2.8% |
| YTD | -1.9% | +30.9% | -32.8% | -2.4% |
| 1Y | -2.0% | +50.2% | -52.2% | -2.7% |
| 3Y | +16.5% | +133.5% | -117.0% | +13.0% |
| All | +15.1% | +40.2% | -25.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling