+95.0%
JCI vs RCAT
+41.8%
+53.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.2% | -2.1% |
| 7D | +3.2% | -5.9% | +9.1% | +3.5% |
| 30D | -8.6% | -19.7% | +11.1% | -7.7% |
| 3M | -7.7% | -62.9% | +55.1% | -3.5% |
| 6M | -2.6% | -59.6% | +57.0% | +0.8% |
| YTD | +17.4% | -52.1% | +69.4% | +19.0% |
| 1Y | +16.9% | -50.9% | +67.8% | +18.0% |
| 3Y | +186.7% | +333.8% | -147.0% | +150.4% |
| All | +95.0% | +41.8% | +53.3% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling