+10,718.8%
JPM vs CAT
+19,338.1%
-8,619.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.2% | -4.9% | -1.3% |
| 7D | +0.4% | -2.4% | +2.8% | +1.3% |
| 30D | +2.7% | -25.0% | +27.7% | +17.4% |
| 3M | -3.8% | -28.7% | +24.9% | +12.1% |
| 6M | +14.3% | -33.0% | +47.3% | +35.1% |
| YTD | +8.2% | +5.4% | +2.8% | +0.2% |
| 1Y | +11.0% | +7.3% | +3.7% | +1.7% |
| 3Y | +152.7% | +166.0% | -13.4% | +40.9% |
| 5Y | +130.8% | +210.1% | -79.3% | +15.1% |
| 10Y | +506.0% | +712.5% | -206.5% | +79.0% |
| All | +10,718.8% | +19,338.1% | -8,619.3% | +643.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling