+15.2%
LQD vs CART
+38.4%
-23.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +0.2% | +3.0% | -2.7% | +0.2% |
| 30D | +2.4% | +28.6% | -26.2% | +2.0% |
| 3M | -0.9% | +29.1% | -30.0% | -1.3% |
| 6M | -2.3% | +44.7% | -47.0% | -2.9% |
| YTD | -1.7% | +29.2% | -30.9% | -2.2% |
| 1Y | -1.6% | +66.2% | -67.8% | -2.4% |
| 3Y | +17.6% | +112.8% | -95.2% | +14.5% |
| All | +15.2% | +38.4% | -23.1% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling