+213.9%
CAT vs JCI
+96.3%
+117.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | +0.6% |
| 7D | +7.4% | +3.2% | +4.3% | +5.4% |
| 30D | -19.7% | -8.6% | -11.1% | -15.1% |
| 3M | -29.6% | -7.7% | -21.9% | -26.0% |
| 6M | -33.2% | -2.6% | -30.6% | -31.8% |
| YTD | +5.7% | +17.4% | -11.7% | -2.9% |
| 1Y | +9.3% | +16.9% | -7.6% | +0.7% |
| 3Y | +158.3% | +186.7% | -28.4% | +43.1% |
| All | +213.9% | +96.3% | +117.7% | +94.6% |
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