+95.4%
CAT vs SIRI
+28.3%
+67.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +1.8% |
| 7D | +1.7% | +1.6% | +0.1% | +1.6% |
| 30D | -6.6% | -4.7% | -1.8% | -6.6% |
| 3M | -13.3% | +5.3% | -18.6% | -14.0% |
| 6M | +11.6% | +30.5% | -18.9% | +9.2% |
| YTD | +42.9% | +49.6% | -6.7% | +37.5% |
| 1Y | +95.4% | +28.5% | +66.9% | +92.4% |
| All | +95.4% | +28.3% | +67.1% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling