+479.1%
JPM vs CAT
+685.9%
-206.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.2% |
| 7D | +1.2% | -6.3% | +7.5% | +4.1% |
| 30D | +2.7% | -26.8% | +29.5% | +18.7% |
| 3M | -4.5% | -30.0% | +25.6% | +12.3% |
| 6M | +14.3% | -34.6% | +48.9% | +36.4% |
| YTD | +8.2% | +2.9% | +5.3% | -0.4% |
| 1Y | +10.0% | +3.3% | +6.8% | +0.9% |
| 3Y | +149.0% | +153.7% | -4.7% | +32.5% |
| 5Y | +131.0% | +207.3% | -76.3% | +4.7% |
| 10Y | +479.1% | +674.0% | -194.9% | +54.2% |
| All | +479.1% | +685.9% | -206.8% | +54.2% |
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