+628.0%
CAT vs JD
+50.3%
+577.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.7% | -6.9% |
| 7D | -14.5% | +11.7% | -26.2% | -15.9% |
| 30D | -35.7% | +8.1% | -43.8% | -36.6% |
| 3M | -36.3% | -12.0% | -24.3% | -35.2% |
| 6M | -38.5% | -3.5% | -35.0% | -38.6% |
| YTD | -2.5% | +3.3% | -5.9% | -3.8% |
| 1Y | -1.9% | -7.4% | +5.5% | -1.5% |
| 3Y | +139.2% | +16.6% | +122.6% | +125.8% |
| 5Y | +192.1% | -57.9% | +250.0% | +205.4% |
| 10Y | +732.3% | +32.6% | +699.7% | +540.1% |
| All | +628.0% | +50.3% | +577.7% | +451.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling