+1,157.1%
CAT vs JBL
+1,455.1%
-298.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +2.9% | +4.0% | -1.1% | +1.2% |
| 30D | -2.6% | -7.5% | +4.9% | +0.6% |
| 3M | -10.7% | -14.1% | +3.4% | -4.8% |
| 6M | +16.1% | +25.9% | -9.7% | +4.7% |
| YTD | +43.2% | +36.7% | +6.6% | +24.2% |
| 1Y | +96.8% | +49.0% | +47.8% | +63.6% |
| 3Y | +201.4% | +191.8% | +9.6% | +76.8% |
| 5Y | +332.7% | +409.8% | -77.1% | +90.6% |
| 10Y | +1,157.1% | +1,509.2% | -352.1% | +237.3% |
| All | +1,157.1% | +1,455.1% | -298.0% | +237.3% |
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