+606.4%
CAT vs SEI
+584.5%
+22.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -6.3% | -10.8% | +4.5% | -4.3% |
| 30D | -26.8% | -19.0% | -7.8% | -24.1% |
| 3M | -30.0% | +5.8% | -35.8% | -32.2% |
| 6M | -34.6% | -14.9% | -19.7% | -34.1% |
| YTD | +2.9% | +35.4% | -32.5% | -7.3% |
| 1Y | +3.3% | +23.9% | -20.6% | -5.6% |
| 3Y | +153.7% | +661.3% | -507.6% | +33.1% |
| 5Y | +207.3% | +822.2% | -614.9% | +42.5% |
| All | +606.4% | +584.5% | +22.0% | +229.3% |
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