+688.6%
CAT vs JBL
+1,148.2%
-459.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.1% |
| 7D | +7.4% | +6.3% | +1.1% | +4.6% |
| 30D | -19.7% | -13.5% | -6.2% | -14.3% |
| 3M | -29.6% | -31.3% | +1.7% | -17.3% |
| 6M | -33.2% | -28.4% | -4.8% | -23.1% |
| YTD | +5.7% | +11.6% | -5.9% | -0.2% |
| 1Y | +9.3% | +26.1% | -16.8% | -2.1% |
| 3Y | +158.3% | +97.4% | +61.0% | +81.5% |
| 5Y | +211.6% | +301.0% | -89.4% | +52.3% |
| All | +688.6% | +1,148.2% | -459.6% | +139.5% |
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