+688.6%
CAT vs JD
+31.5%
+657.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.1% |
| 7D | +7.4% | -4.1% | +11.6% | +8.1% |
| 30D | -19.7% | +4.6% | -24.3% | -20.4% |
| 3M | -29.6% | -4.7% | -24.9% | -29.3% |
| 6M | -33.2% | -17.4% | -15.8% | -31.6% |
| YTD | +5.7% | +0.7% | +4.9% | +4.6% |
| 1Y | +9.3% | -5.9% | +15.2% | +9.4% |
| 3Y | +158.3% | +18.9% | +139.5% | +142.4% |
| 5Y | +211.6% | -62.9% | +274.5% | +237.2% |
| All | +688.6% | +31.5% | +657.2% | +470.9% |
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