+21.4%
JPM vs CAT
+94.5%
-73.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | -0.4% | +2.9% | -3.4% | -1.0% |
| 30D | -1.4% | -2.6% | +1.2% | -1.0% |
| 3M | +13.9% | -10.7% | +24.6% | +15.2% |
| 6M | +23.5% | +16.1% | +7.4% | +16.5% |
| YTD | +11.6% | +43.2% | -31.6% | +0.6% |
| 1Y | +21.4% | +96.8% | -75.5% | +6.5% |
| All | +21.4% | +94.5% | -73.1% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling