+189.9%
LQD vs CTAS
+2,322.7%
-2,132.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.4% | -1.8% | +1.4% | -0.4% |
| 30D | -0.8% | -0.2% | -0.6% | -0.8% |
| 3M | -1.9% | +11.7% | -13.6% | -2.2% |
| 6M | -2.7% | +0.7% | -3.4% | -2.7% |
| YTD | -1.3% | +7.4% | -8.7% | -1.5% |
| 1Y | 0.0% | -2.1% | +2.1% | 0.0% |
| 3Y | +14.9% | +62.9% | -48.0% | +13.4% |
| 5Y | -4.6% | +111.9% | -116.4% | -6.3% |
| 10Y | +22.0% | +652.2% | -630.2% | +20.0% |
| All | +189.9% | +2,322.7% | -2,132.7% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling