+725.3%
CAT vs JD
+31.9%
+693.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -10.3% | +13.4% | -23.7% | -12.1% |
| 30D | -31.2% | +7.7% | -38.9% | -32.0% |
| 3M | -34.7% | -11.3% | -23.4% | -33.6% |
| 6M | -39.5% | -5.1% | -34.3% | -39.3% |
| YTD | -1.7% | +5.0% | -6.7% | -3.2% |
| 1Y | -1.1% | -5.6% | +4.5% | -1.0% |
| 3Y | +143.9% | +17.8% | +126.1% | +129.4% |
| 5Y | +194.8% | -57.2% | +251.9% | +209.3% |
| All | +725.3% | +31.9% | +693.4% | +521.5% |
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