+201.8%
JCI vs RCAT
-100.0%
+301.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.2% | -0.2% |
| 7D | -5.9% | -5.6% | -0.3% | -5.9% |
| 30D | -10.4% | -27.0% | +16.7% | -10.3% |
| 3M | -6.1% | -57.9% | +51.8% | -5.9% |
| 6M | +1.7% | -59.4% | +61.1% | +1.9% |
| YTD | +18.9% | -46.9% | +65.8% | +18.9% |
| 1Y | +16.1% | -54.0% | +70.2% | +16.2% |
| 3Y | +187.8% | +378.4% | -190.6% | +186.1% |
| 5Y | +103.2% | +61.9% | +41.3% | +102.2% |
| 10Y | +288.2% | -99.6% | +387.8% | +276.6% |
| All | +201.8% | -100.0% | +301.8% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling