+151.6%
CAT vs JEPI
+35.2%
+116.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.6% |
| 7D | -6.3% | +0.6% | -6.9% | -7.2% |
| 30D | -26.8% | +1.6% | -28.4% | -28.8% |
| 3M | -30.0% | +1.3% | -31.3% | -31.6% |
| 6M | -34.6% | +6.5% | -41.1% | -41.3% |
| YTD | +2.9% | +6.9% | -4.0% | -7.6% |
| 1Y | +3.3% | +9.4% | -6.2% | -10.4% |
| All | +151.6% | +35.2% | +116.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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