+17,723.7%
CAT vs JCI
+2,171.6%
+15,552.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | 0.0% |
| 7D | -10.3% | -9.4% | -0.9% | -7.4% |
| 30D | -31.2% | -13.4% | -17.8% | -27.9% |
| 3M | -34.7% | -12.4% | -22.3% | -31.8% |
| 6M | -39.5% | -5.1% | -34.3% | -38.1% |
| YTD | -1.7% | +13.7% | -15.4% | -4.8% |
| 1Y | -1.1% | +11.4% | -12.5% | -3.7% |
| 3Y | +143.9% | +175.9% | -32.0% | +79.5% |
| 5Y | +194.8% | +98.4% | +96.4% | +137.8% |
| 10Y | +739.8% | +311.2% | +428.6% | +449.6% |
| All | +17,723.7% | +2,171.6% | +15,552.1% | +5,730.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling