+326.0%
CAT vs JCI
+113.2%
+212.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.5% |
| 7D | +1.7% | +3.8% | -2.1% | -0.7% |
| 30D | -6.6% | -5.7% | -0.9% | -3.1% |
| 3M | -13.3% | -1.4% | -11.9% | -12.2% |
| 6M | +11.6% | +4.1% | +7.5% | +9.7% |
| YTD | +42.9% | +21.7% | +21.2% | +28.5% |
| 1Y | +95.4% | +36.1% | +59.3% | +65.0% |
| 3Y | +196.6% | +154.4% | +42.2% | +75.1% |
| All | +326.0% | +113.2% | +212.8% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling