+25,808.1%
CAT vs JCI
+2,331.5%
+23,476.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.1% |
| 7D | +1.7% | +3.8% | -2.1% | +0.5% |
| 30D | -6.6% | -5.7% | -0.9% | -4.8% |
| 3M | -13.3% | -1.4% | -11.9% | -12.6% |
| 6M | +11.6% | +4.1% | +7.5% | +10.9% |
| YTD | +42.9% | +21.7% | +21.2% | +35.3% |
| 1Y | +95.4% | +36.1% | +59.3% | +78.7% |
| 3Y | +196.6% | +154.4% | +42.2% | +123.1% |
| 5Y | +321.7% | +112.0% | +209.6% | +232.7% |
| 10Y | +1,140.8% | +322.2% | +818.6% | +701.8% |
| All | +25,808.1% | +2,331.5% | +23,476.6% | +8,184.9% |
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 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