+166.0%
CAT vs JD
+18.5%
+147.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.5% | +9.7% | +7.6% |
| 7D | -2.4% | +7.9% | -10.3% | -3.6% |
| 30D | -25.0% | +4.8% | -29.8% | -25.6% |
| 3M | -28.7% | -13.9% | -14.8% | -27.2% |
| 6M | -33.0% | -5.8% | -27.2% | -32.7% |
| YTD | +5.4% | +2.4% | +3.0% | +4.1% |
| 1Y | +7.3% | -7.5% | +14.8% | +7.7% |
| 3Y | +166.0% | +20.9% | +145.2% | +154.4% |
| All | +166.0% | +18.5% | +147.5% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling