+153.7%
CAT vs SEI
+665.6%
-512.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | -6.3% | -10.8% | +4.5% | -4.7% |
| 30D | -26.8% | -19.0% | -7.8% | -24.6% |
| 3M | -30.0% | +5.8% | -35.8% | -31.7% |
| 6M | -34.6% | -14.9% | -19.7% | -34.1% |
| YTD | +2.9% | +35.4% | -32.5% | -3.9% |
| 1Y | +3.3% | +23.9% | -20.6% | -2.7% |
| 3Y | +153.7% | +661.3% | -507.6% | +78.8% |
| All | +153.7% | +665.6% | -512.0% | +78.8% |
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