+712.5%
CAT vs SYF
+218.0%
+494.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.9% | +7.5% |
| 7D | -2.4% | -4.7% | +2.3% | -0.5% |
| 30D | -25.0% | +0.6% | -25.6% | -25.3% |
| 3M | -28.7% | -6.8% | -21.9% | -26.9% |
| 6M | -33.0% | +0.5% | -33.5% | -33.8% |
| YTD | +5.4% | -11.1% | +16.6% | +9.0% |
| 1Y | +7.3% | +1.3% | +6.0% | +4.9% |
| 3Y | +166.0% | +164.6% | +1.4% | +70.3% |
| 5Y | +210.1% | +65.2% | +144.9% | +132.3% |
| 10Y | +712.5% | +204.6% | +507.9% | +343.9% |
| All | +712.5% | +218.0% | +494.6% | +343.9% |
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