+674.0%
CAT vs SYF
+196.3%
+477.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.5% |
| 7D | -6.3% | -4.2% | -2.1% | -4.6% |
| 30D | -26.8% | -1.1% | -25.7% | -26.6% |
| 3M | -30.0% | -7.9% | -22.2% | -27.9% |
| 6M | -34.6% | -1.1% | -33.5% | -34.9% |
| YTD | +2.9% | -12.6% | +15.5% | +7.1% |
| 1Y | +3.3% | -2.4% | +5.6% | +2.6% |
| 3Y | +153.7% | +156.6% | -2.9% | +64.5% |
| 5Y | +207.3% | +61.9% | +145.4% | +132.1% |
| 10Y | +674.0% | +186.5% | +487.6% | +335.7% |
| All | +674.0% | +196.3% | +477.7% | +335.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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