+506.0%
JPM vs CAT
+725.4%
-219.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.2% | -4.9% | -1.3% |
| 7D | +0.4% | -2.4% | +2.8% | +1.3% |
| 30D | +2.7% | -25.0% | +27.7% | +17.3% |
| 3M | -3.8% | -28.7% | +24.9% | +12.1% |
| 6M | +14.3% | -33.0% | +47.3% | +34.9% |
| YTD | +8.2% | +5.4% | +2.8% | -1.5% |
| 1Y | +11.0% | +7.3% | +3.7% | -0.2% |
| 3Y | +152.7% | +166.0% | -13.4% | +31.0% |
| 5Y | +130.8% | +210.1% | -79.3% | +4.2% |
| 10Y | +506.0% | +712.5% | -206.5% | +53.9% |
| All | +506.0% | +725.4% | -219.4% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 10y: compounded portfolio wealth divided by compounded CAT 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…
10y analysis · Full analysis span regression · 6 months rolling