+167.8%
JCI vs RCAT
+796.4%
-628.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.8% |
| 7D | +5.1% | +5.4% | -0.3% | +4.9% |
| 30D | -3.8% | -5.6% | +1.8% | -3.7% |
| 3M | +1.9% | -30.2% | +32.1% | +3.0% |
| 6M | +11.2% | -43.4% | +54.6% | +12.6% |
| YTD | +22.9% | +9.6% | +13.3% | +20.2% |
| 1Y | +37.4% | -2.0% | +39.4% | +33.9% |
| 3Y | +167.8% | +825.0% | -657.2% | +134.8% |
| All | +167.8% | +796.4% | -628.6% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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