+589.8%
JPM vs CAT
+1,135.7%
-545.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -2.0% |
| 7D | -0.4% | +5.6% | -6.0% | -3.1% |
| 30D | -1.1% | -2.3% | +1.2% | -0.2% |
| 3M | +14.1% | -10.0% | +24.1% | +18.3% |
| 6M | +23.3% | +21.2% | +2.0% | +7.8% |
| YTD | +11.3% | +44.4% | -33.2% | -12.3% |
| 1Y | +23.0% | +96.3% | -73.3% | -19.3% |
| 3Y | +162.6% | +203.9% | -41.4% | +30.8% |
| 5Y | +152.8% | +333.5% | -180.7% | -2.2% |
| All | +589.8% | +1,135.7% | -545.9% | +47.3% |
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