+627.0%
CAT vs SEI
+616.9%
+10.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +1.9% |
| 7D | +1.7% | +12.4% | -10.7% | -1.1% |
| 30D | -24.6% | -18.3% | -6.3% | -22.0% |
| 3M | -28.5% | +10.4% | -38.9% | -31.4% |
| 6M | -34.8% | -12.9% | -21.9% | -34.7% |
| YTD | +5.9% | +41.8% | -35.9% | -5.6% |
| 1Y | +6.8% | +30.3% | -23.5% | -3.5% |
| 3Y | +161.1% | +697.3% | -536.3% | +35.5% |
| 5Y | +213.4% | +877.0% | -663.5% | +43.4% |
| All | +627.0% | +616.9% | +10.1% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling