+1,123.7%
CAT vs SIRI
-11.1%
+1,134.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | +0.6% | -3.0% | +3.6% | +1.3% |
| 30D | -4.5% | +1.3% | -5.8% | -4.9% |
| 3M | -5.8% | +5.6% | -11.4% | -7.5% |
| 6M | +12.7% | +35.1% | -22.4% | +3.9% |
| YTD | +41.4% | +49.0% | -7.7% | +26.7% |
| 1Y | +92.1% | +26.8% | +65.3% | +78.5% |
| 3Y | +197.5% | -23.7% | +221.1% | +198.0% |
| 5Y | +327.9% | -41.8% | +369.8% | +334.4% |
| All | +1,123.7% | -11.1% | +1,134.8% | +926.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling