-38.5%
CAT vs JD
-4.0%
-34.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.7% | -5.4% |
| 7D | -14.5% | +11.7% | -26.2% | -12.0% |
| 30D | -35.7% | +8.1% | -43.8% | -34.3% |
| 3M | -36.3% | -12.0% | -24.3% | -37.0% |
| 6M | -38.5% | -3.5% | -35.0% | -36.6% |
| All | -38.5% | -4.0% | -34.5% | -36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling