+203.9%
CAT vs SEI
+565.9%
-362.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +16.3% | -15.2% | -1.9% |
| 7D | +5.6% | +28.8% | -23.3% | +0.6% |
| 30D | -2.3% | +10.4% | -12.7% | -4.4% |
| 3M | -10.0% | -11.4% | +1.4% | -9.0% |
| 6M | +21.2% | +31.2% | -9.9% | +14.9% |
| YTD | +44.4% | +39.7% | +4.7% | +35.3% |
| 1Y | +96.3% | +149.0% | -52.7% | +70.7% |
| 3Y | +203.9% | +560.2% | -356.3% | +116.9% |
| All | +203.9% | +565.9% | -362.0% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling