+883.2%
CAT vs SEI
+647.2%
+236.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -2.1% |
| 7D | +2.9% | +28.2% | -25.3% | -2.9% |
| 30D | -2.6% | +15.5% | -18.1% | -6.2% |
| 3M | -10.7% | -1.4% | -9.3% | -11.5% |
| 6M | +16.1% | +37.4% | -21.3% | +6.3% |
| YTD | +43.2% | +47.8% | -4.6% | +28.3% |
| 1Y | +96.8% | +174.3% | -77.5% | +53.1% |
| 3Y | +201.4% | +598.5% | -397.1% | +64.0% |
| 5Y | +332.7% | +1,026.2% | -693.5% | +92.6% |
| All | +883.2% | +647.2% | +236.1% | +355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling