+210.1%
CAT vs JBL
+299.1%
-89.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.6% | +1.6% | +4.8% |
| 7D | -2.4% | -5.2% | +2.8% | -0.1% |
| 30D | -25.0% | -17.5% | -7.5% | -18.7% |
| 3M | -28.7% | -26.0% | -2.8% | -19.5% |
| 6M | -33.0% | -28.9% | -4.1% | -23.1% |
| YTD | +5.4% | +10.8% | -5.4% | +1.1% |
| 1Y | +7.3% | +18.3% | -11.1% | +0.1% |
| 3Y | +166.0% | +102.2% | +63.8% | +93.3% |
| 5Y | +210.1% | +303.2% | -93.1% | +60.2% |
| All | +210.1% | +299.1% | -89.0% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling