+333.5%
CAT vs SIRI
-43.5%
+377.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +5.6% | +4.3% | +1.3% | +4.9% |
| 30D | -2.3% | -2.8% | +0.5% | -2.0% |
| 3M | -10.0% | +5.9% | -15.9% | -11.0% |
| 6M | +21.2% | +31.9% | -10.7% | +15.9% |
| YTD | +44.4% | +48.7% | -4.2% | +35.3% |
| 1Y | +96.3% | +23.2% | +73.1% | +88.7% |
| 3Y | +203.9% | -23.9% | +227.8% | +202.9% |
| 5Y | +333.5% | -43.4% | +376.9% | +341.9% |
| All | +333.5% | -43.5% | +377.0% | +341.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling