+204.5%
CAT vs SIRI
-39.0%
+243.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.2% |
| 7D | -6.3% | +5.5% | -11.8% | -7.0% |
| 30D | -26.8% | +22.6% | -49.4% | -28.8% |
| 3M | -30.0% | +12.9% | -43.0% | -31.3% |
| 6M | -34.6% | +22.3% | -56.8% | -36.7% |
| YTD | +2.9% | +67.8% | -64.9% | -5.1% |
| 1Y | +3.3% | +54.6% | -51.3% | -3.7% |
| 3Y | +153.7% | -21.4% | +175.1% | +151.6% |
| All | +204.5% | -39.0% | +243.6% | +223.2% |
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