+166.6%
JPM vs CAT
+202.2%
-35.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.5% |
| 7D | +0.3% | +1.7% | -1.4% | -0.3% |
| 30D | -0.2% | -6.6% | +6.4% | +2.0% |
| 3M | +15.9% | -13.3% | +29.2% | +20.1% |
| 6M | +20.9% | +11.6% | +9.3% | +12.9% |
| YTD | +12.9% | +42.9% | -30.1% | -5.2% |
| 1Y | +20.3% | +95.4% | -75.1% | -13.0% |
| All | +166.6% | +202.2% | -35.6% | +65.6% |
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 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