+5.8%
CAT vs SE
-49.0%
+54.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.9% | +4.3% | +7.0% |
| 7D | -2.4% | +3.3% | -5.7% | -2.5% |
| 30D | -25.0% | -18.2% | -6.9% | -24.2% |
| 3M | -28.7% | -31.3% | +2.5% | -27.4% |
| 6M | -33.0% | -10.1% | -22.9% | -33.6% |
| YTD | +5.4% | -38.9% | +44.3% | +10.4% |
| All | +5.8% | -49.0% | +54.8% | +14.1% |
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