+326.0%
CAT vs SE
-68.6%
+394.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +1.7% | -6.1% | +7.8% | +2.3% |
| 30D | -6.6% | -2.5% | -4.1% | -6.5% |
| 3M | -13.3% | +21.7% | -35.0% | -15.1% |
| 6M | +11.6% | +27.0% | -15.4% | +8.4% |
| YTD | +42.9% | -12.1% | +55.1% | +43.4% |
| 1Y | +95.4% | -40.9% | +136.4% | +102.9% |
| 3Y | +196.6% | +191.0% | +5.6% | +169.0% |
| All | +326.0% | -68.6% | +394.6% | +309.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling