+10.0%
JPM vs CAT
+3.4%
+6.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | +1.2% | -6.3% | +7.5% | +2.3% |
| 30D | +2.7% | -26.8% | +29.5% | +9.1% |
| 3M | -4.5% | -30.0% | +25.6% | +2.3% |
| 6M | +14.3% | -34.6% | +48.9% | +22.1% |
| YTD | +8.2% | +2.9% | +5.3% | -4.2% |
| 1Y | +10.0% | +3.3% | +6.8% | -5.6% |
| All | +10.0% | +3.4% | +6.6% | -5.6% |
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