+690.5%
CAT vs JCI
+306.7%
+383.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +1.3% |
| 7D | +1.7% | +2.9% | -1.2% | 0.0% |
| 30D | -24.6% | -6.9% | -17.6% | -21.0% |
| 3M | -28.5% | -6.3% | -22.2% | -25.5% |
| 6M | -34.8% | +2.6% | -37.4% | -35.7% |
| YTD | +5.9% | +21.8% | -15.9% | -5.9% |
| 1Y | +6.8% | +19.6% | -12.8% | -4.0% |
| 3Y | +161.1% | +194.9% | -33.9% | +31.0% |
| 5Y | +213.4% | +108.1% | +105.3% | +90.8% |
| All | +690.5% | +306.7% | +383.8% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling