+203.9%
CAT vs JCI
+169.7%
+34.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.4% |
| 7D | +5.6% | +5.1% | +0.4% | +2.1% |
| 30D | -2.3% | -3.8% | +1.5% | +0.2% |
| 3M | -10.0% | +1.9% | -11.9% | -10.8% |
| 6M | +21.2% | +11.2% | +10.0% | +14.3% |
| YTD | +44.4% | +22.9% | +21.5% | +28.7% |
| 1Y | +96.3% | +37.4% | +58.9% | +64.3% |
| 3Y | +203.9% | +167.8% | +36.1% | +79.9% |
| All | +203.9% | +169.7% | +34.3% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling