+674.0%
CAT vs JD
+26.7%
+647.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.4% |
| 7D | -6.3% | +5.2% | -11.5% | -7.1% |
| 30D | -26.8% | +4.5% | -31.3% | -27.4% |
| 3M | -30.0% | -15.4% | -14.6% | -28.4% |
| 6M | -34.6% | -6.0% | -28.5% | -34.4% |
| YTD | +2.9% | +2.2% | +0.8% | +1.7% |
| 1Y | +3.3% | -6.7% | +9.9% | +3.5% |
| 3Y | +153.7% | +20.5% | +133.2% | +137.6% |
| 5Y | +207.3% | -58.4% | +265.7% | +224.0% |
| 10Y | +674.0% | +32.5% | +641.5% | +462.5% |
| All | +674.0% | +26.7% | +647.3% | +462.5% |
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