+674.0%
CAT vs JBL
+1,127.6%
-453.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -6.3% | -8.1% | +1.7% | -2.6% |
| 30D | -26.8% | -18.4% | -8.4% | -19.9% |
| 3M | -30.0% | -25.8% | -4.3% | -20.6% |
| 6M | -34.6% | -29.6% | -5.0% | -24.1% |
| YTD | +2.9% | +9.6% | -6.7% | -2.0% |
| 1Y | +3.3% | +14.1% | -10.8% | -3.5% |
| 3Y | +153.7% | +95.9% | +57.8% | +78.8% |
| 5Y | +207.3% | +298.3% | -91.1% | +50.7% |
| 10Y | +674.0% | +1,150.1% | -476.1% | +136.8% |
| All | +674.0% | +1,127.6% | -453.6% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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