+96.3%
CAT vs JCI
+38.2%
+58.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.2% |
| 7D | +5.6% | +5.1% | +0.4% | +1.0% |
| 30D | -2.3% | -3.8% | +1.5% | +1.1% |
| 3M | -10.0% | +1.9% | -11.9% | -11.2% |
| 6M | +21.2% | +11.2% | +10.0% | +12.0% |
| YTD | +44.4% | +22.9% | +21.5% | +25.7% |
| 1Y | +96.3% | +37.4% | +58.9% | +59.2% |
| All | +96.3% | +38.2% | +58.1% | +59.2% |
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