+410.8%
CAT vs SE
+366.0%
+44.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -10.3% | +2.0% | -12.3% | -10.5% |
| 30D | -31.2% | -20.0% | -11.2% | -29.7% |
| 3M | -34.7% | -31.8% | -2.9% | -32.3% |
| 6M | -39.5% | -15.9% | -23.6% | -38.9% |
| YTD | -1.7% | -40.6% | +39.0% | +2.5% |
| 1Y | -1.1% | -50.7% | +49.6% | +5.0% |
| 3Y | +143.9% | +70.3% | +73.6% | +125.5% |
| 5Y | +194.8% | -78.8% | +273.6% | +220.8% |
| All | +410.8% | +366.0% | +44.8% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling