+8.9%
CAT vs JD
-9.8%
+18.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.0% | -8.3% | -5.3% |
| 7D | -17.1% | +9.0% | -26.1% | -17.4% |
| 30D | -30.1% | +5.2% | -35.3% | -30.2% |
| 3M | -32.4% | -15.9% | -16.5% | -31.1% |
| 6M | -32.1% | -7.7% | -24.4% | -31.4% |
| YTD | +4.1% | +0.1% | +4.0% | +3.9% |
| 1Y | +8.9% | -9.7% | +18.6% | +12.2% |
| All | +8.9% | -9.8% | +18.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling