+209.1%
JCI vs RCAT
-100.0%
+309.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +1.9% |
| 7D | +3.8% | -1.4% | +5.2% | +3.8% |
| 30D | -5.7% | -3.3% | -2.3% | -5.7% |
| 3M | -1.4% | -43.2% | +41.8% | -1.3% |
| 6M | +4.1% | -43.2% | +47.3% | +4.2% |
| YTD | +21.7% | +5.5% | +16.2% | +21.6% |
| 1Y | +36.1% | -1.6% | +37.8% | +36.0% |
| 3Y | +154.4% | +773.7% | -619.3% | +152.6% |
| 5Y | +112.0% | +187.6% | -75.6% | +110.6% |
| 10Y | +322.2% | -98.5% | +420.7% | +308.2% |
| All | +209.1% | -100.0% | +309.1% | +150.4% |
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