+95.4%
CAT vs JCI
+37.7%
+57.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | 0.0% |
| 7D | +1.7% | +3.8% | -2.1% | -1.7% |
| 30D | -6.6% | -5.7% | -0.9% | -1.6% |
| 3M | -13.3% | -1.4% | -11.9% | -12.1% |
| 6M | +11.6% | +4.1% | +7.5% | +8.1% |
| YTD | +42.9% | +21.7% | +21.2% | +25.6% |
| 1Y | +95.4% | +36.1% | +59.3% | +60.2% |
| All | +95.4% | +37.7% | +57.7% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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