+333.5%
CAT vs SEI
+924.7%
-591.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +16.3% | -15.2% | -2.0% |
| 7D | +5.6% | +28.8% | -23.3% | +0.3% |
| 30D | -2.3% | +10.4% | -12.7% | -4.5% |
| 3M | -10.0% | -11.4% | +1.4% | -8.9% |
| 6M | +21.2% | +31.2% | -9.9% | +14.0% |
| YTD | +44.4% | +39.7% | +4.7% | +33.8% |
| 1Y | +96.3% | +149.0% | -52.7% | +65.0% |
| 3Y | +203.9% | +560.2% | -356.3% | +92.1% |
| 5Y | +333.5% | +955.7% | -622.2% | +128.4% |
| All | +333.5% | +924.7% | -591.2% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling