+3.3%
CAT vs SE
-49.7%
+53.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.3% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -26.8% | -19.4% | -7.4% | -25.9% |
| 3M | -30.0% | -33.1% | +3.1% | -28.7% |
| 6M | -34.6% | -11.4% | -23.1% | -35.1% |
| YTD | +2.9% | -39.8% | +42.7% | +7.9% |
| 1Y | +3.3% | -50.5% | +53.7% | +11.5% |
| All | +3.3% | -49.7% | +53.0% | +11.5% |
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