+9,386.6%
CAT vs SIRI
-7.3%
+9,393.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.3% |
| 7D | -6.3% | +5.5% | -11.8% | -6.7% |
| 30D | -26.8% | +22.6% | -49.4% | -27.8% |
| 3M | -30.0% | +12.9% | -43.0% | -30.7% |
| 6M | -34.6% | +22.3% | -56.8% | -35.6% |
| YTD | +2.9% | +67.8% | -64.9% | -0.9% |
| 1Y | +3.3% | +54.6% | -51.3% | 0.0% |
| 3Y | +153.7% | -21.4% | +175.1% | +153.6% |
| 5Y | +207.3% | -39.2% | +246.5% | +208.7% |
| 10Y | +674.0% | -5.2% | +679.2% | +657.9% |
| All | +9,386.6% | -7.3% | +9,393.9% | +8,183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling