+491.6%
CAT vs JEPI
+100.7%
+390.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.6% |
| 7D | +7.4% | +2.7% | +4.7% | +3.4% |
| 30D | -19.7% | +2.5% | -22.2% | -22.6% |
| 3M | -29.6% | +1.9% | -31.5% | -31.6% |
| 6M | -33.2% | +7.7% | -40.9% | -40.2% |
| YTD | +5.7% | +8.2% | -2.5% | -5.4% |
| 1Y | +9.3% | +10.4% | -1.0% | -4.8% |
| 3Y | +158.3% | +36.5% | +121.8% | +69.4% |
| 5Y | +211.6% | +44.2% | +167.4% | +91.8% |
| All | +491.6% | +100.7% | +390.9% | +101.8% |
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 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