+688.6%
CAT vs SIRI
-7.4%
+696.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +7.4% | -1.7% | +9.1% | +7.9% |
| 30D | -19.7% | +21.1% | -40.8% | -23.4% |
| 3M | -29.6% | +14.7% | -44.3% | -32.1% |
| 6M | -33.2% | +22.9% | -56.1% | -37.0% |
| YTD | +5.7% | +65.7% | -60.1% | -8.0% |
| 1Y | +9.3% | +53.5% | -44.1% | -3.0% |
| 3Y | +158.3% | -23.0% | +181.3% | +160.7% |
| 5Y | +211.6% | -41.5% | +253.1% | +222.6% |
| All | +688.6% | -7.4% | +696.1% | +590.9% |
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