+985.5%
CAT vs SYF
+340.9%
+644.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | +2.4% | -0.7% | +0.7% |
| 30D | -6.6% | +0.8% | -7.4% | -6.9% |
| 3M | -13.3% | +13.4% | -26.7% | -18.1% |
| 6M | +11.6% | +16.3% | -4.7% | +4.2% |
| YTD | +42.9% | -3.0% | +46.0% | +42.9% |
| 1Y | +95.4% | +5.7% | +89.7% | +88.0% |
| 3Y | +196.6% | +160.1% | +36.5% | +92.6% |
| 5Y | +321.7% | +88.5% | +233.1% | +201.1% |
| 10Y | +1,140.8% | +263.1% | +877.7% | +535.2% |
| All | +985.5% | +340.9% | +644.7% | +424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling