+9.3%
CAT vs SE
-47.8%
+57.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | +7.4% | -0.5% | +7.9% | +7.5% |
| 30D | -19.7% | -20.9% | +1.3% | -18.7% |
| 3M | -29.6% | -38.9% | +9.3% | -27.9% |
| 6M | -33.2% | -19.4% | -13.8% | -33.0% |
| YTD | +5.7% | -40.9% | +46.6% | +10.7% |
| 1Y | +9.3% | -46.2% | +55.5% | +15.6% |
| All | +9.3% | -47.8% | +57.1% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling