+20,617.3%
CAT vs JBL
+42,637.0%
-22,019.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | +1.7% | +3.0% | -1.3% | +1.1% |
| 30D | -6.6% | -8.3% | +1.7% | -5.0% |
| 3M | -13.3% | -16.9% | +3.6% | -10.1% |
| 6M | +11.6% | +21.8% | -10.1% | +7.6% |
| YTD | +42.9% | +36.3% | +6.6% | +34.8% |
| 1Y | +95.4% | +49.5% | +45.9% | +80.9% |
| 3Y | +196.6% | +170.6% | +26.0% | +142.2% |
| 5Y | +321.7% | +408.4% | -86.7% | +205.7% |
| 10Y | +1,140.8% | +1,450.4% | -309.6% | +637.3% |
| All | +20,617.3% | +42,637.0% | -22,019.8% | +9,235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling