+203.9%
CAT vs JEPI
+30.9%
+173.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +2.1% |
| 7D | +5.6% | -0.2% | +5.8% | +5.9% |
| 30D | -2.3% | -0.6% | -1.7% | -1.4% |
| 3M | -10.0% | +4.8% | -14.8% | -17.0% |
| 6M | +21.2% | +2.1% | +19.1% | +17.2% |
| YTD | +44.4% | +4.8% | +39.6% | +34.3% |
| 1Y | +96.3% | +8.4% | +87.8% | +73.1% |
| 3Y | +203.9% | +30.8% | +173.1% | +104.4% |
| All | +203.9% | +30.9% | +173.0% | +104.4% |
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