+10.0%
JPM vs CAT
+6.0%
+4.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.2% | -4.9% | +0.9% |
| 7D | +0.4% | -2.4% | +2.8% | +0.7% |
| 30D | +2.7% | -25.0% | +27.7% | +8.6% |
| 3M | -3.8% | -28.7% | +24.9% | +2.6% |
| 6M | +14.3% | -33.0% | +47.3% | +21.6% |
| YTD | +8.2% | +5.4% | +2.8% | -4.7% |
| All | +10.0% | +6.0% | +4.1% | -6.0% |
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