+152.7%
JPM vs CAT
+162.4%
-9.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.2% | -4.9% | 0.0% |
| 7D | +0.4% | -2.4% | +2.8% | +1.0% |
| 30D | +2.7% | -25.0% | +27.7% | +12.0% |
| 3M | -3.8% | -28.7% | +24.9% | +6.3% |
| 6M | +14.3% | -33.0% | +47.3% | +27.1% |
| YTD | +8.2% | +5.4% | +2.8% | -1.2% |
| 1Y | +11.0% | +7.3% | +3.7% | +0.4% |
| 3Y | +152.7% | +166.0% | -13.4% | +58.4% |
| All | +152.7% | +162.4% | -9.7% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling