+450.1%
CAT vs SE
+355.3%
+94.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +3.3% |
| 7D | +1.7% | -7.7% | +9.5% | +2.6% |
| 30D | -24.6% | -22.8% | -1.7% | -22.6% |
| 3M | -28.5% | -43.7% | +15.2% | -24.3% |
| 6M | -34.8% | -12.8% | -22.0% | -34.5% |
| YTD | +5.9% | -42.0% | +47.9% | +10.7% |
| 1Y | +6.8% | -48.0% | +54.8% | +12.8% |
| 3Y | +161.1% | +62.7% | +98.4% | +142.5% |
| 5Y | +213.4% | -77.8% | +291.2% | +239.0% |
| All | +450.1% | +355.3% | +94.8% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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