+1,157.1%
CAT vs SRE
+118.9%
+1,038.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +2.9% | +1.5% | +1.5% | +2.3% |
| 30D | -2.6% | +0.8% | -3.5% | -3.2% |
| 3M | -10.7% | -5.8% | -4.9% | -8.8% |
| 6M | +16.1% | -7.8% | +23.9% | +19.6% |
| YTD | +43.2% | -2.4% | +45.6% | +44.1% |
| 1Y | +96.8% | +8.9% | +87.9% | +89.2% |
| 3Y | +201.4% | +31.1% | +170.3% | +160.4% |
| 5Y | +332.7% | +48.6% | +284.1% | +254.1% |
| 10Y | +1,157.1% | +126.1% | +1,031.0% | +839.0% |
| All | +1,157.1% | +118.9% | +1,038.2% | +839.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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