+434.5%
CAT vs SE
+372.6%
+61.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -26.8% | -19.4% | -7.4% | -25.2% |
| 3M | -30.0% | -33.1% | +3.1% | -27.3% |
| 6M | -34.6% | -11.4% | -23.1% | -34.3% |
| YTD | +2.9% | -39.8% | +42.7% | +7.1% |
| 1Y | +3.3% | -50.5% | +53.7% | +9.6% |
| 3Y | +153.7% | +68.9% | +84.8% | +134.8% |
| 5Y | +207.3% | -77.1% | +284.4% | +231.4% |
| All | +434.5% | +372.6% | +61.9% | +228.4% |
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