+213.4%
CAT vs SE
-78.1%
+291.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +3.2% |
| 7D | +1.7% | -7.7% | +9.5% | +2.5% |
| 30D | -24.6% | -22.8% | -1.7% | -22.9% |
| 3M | -28.5% | -43.7% | +15.2% | -24.9% |
| 6M | -34.8% | -12.8% | -22.0% | -34.6% |
| YTD | +5.9% | -42.0% | +47.9% | +10.0% |
| 1Y | +6.8% | -48.0% | +54.8% | +12.0% |
| 3Y | +161.1% | +62.7% | +98.4% | +148.6% |
| 5Y | +213.4% | -77.8% | +291.2% | +194.6% |
| All | +213.4% | -78.1% | +291.5% | +194.6% |
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 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