+25.2%
LQD vs CTAS
+814.6%
-789.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.6% | +2.0% | -3.6% | -1.8% |
| 30D | +0.5% | +8.7% | -8.2% | -0.2% |
| 3M | -2.3% | +13.3% | -15.6% | -3.3% |
| 6M | -3.1% | +39.4% | -42.4% | -5.7% |
| YTD | -3.0% | +21.5% | -24.5% | -4.7% |
| 1Y | -2.6% | +21.9% | -24.4% | -4.3% |
| 3Y | +15.2% | +73.6% | -58.5% | +9.5% |
| 5Y | -5.2% | +116.2% | -121.4% | -11.8% |
| All | +25.2% | +814.6% | -789.3% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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