+1,134.9%
CAT vs JD
+25.4%
+1,109.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +1.4% |
| 7D | +1.7% | -1.7% | +3.4% | +2.0% |
| 30D | -6.6% | -13.2% | +6.6% | -4.6% |
| 3M | -13.3% | -3.2% | -10.1% | -13.1% |
| 6M | +11.6% | +15.2% | -3.6% | +8.4% |
| YTD | +42.9% | +2.0% | +41.0% | +41.6% |
| 1Y | +95.4% | -5.4% | +100.8% | +95.5% |
| 3Y | +196.6% | -9.1% | +205.7% | +190.4% |
| 5Y | +321.7% | -59.6% | +381.3% | +347.0% |
| All | +1,134.9% | +25.4% | +1,109.5% | +823.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling