+700.4%
CAT vs JEPI
+95.7%
+604.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.3% |
| 7D | +1.7% | -0.3% | +2.1% | +2.2% |
| 30D | -6.6% | +0.1% | -6.7% | -6.8% |
| 3M | -13.3% | +4.8% | -18.1% | -19.1% |
| 6M | +11.6% | +1.0% | +10.6% | +10.2% |
| YTD | +42.9% | +5.5% | +37.5% | +32.9% |
| 1Y | +95.4% | +9.2% | +86.2% | +72.9% |
| 3Y | +196.6% | +31.2% | +165.4% | +106.3% |
| 5Y | +321.7% | +41.4% | +280.3% | +167.5% |
| All | +700.4% | +95.7% | +604.6% | +183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling