+6.5%
CAT vs SRE
-12.8%
+19.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +9.3% | -1.1% | +10.4% | +9.8% |
| 30D | -21.5% | -4.1% | -17.4% | -20.0% |
| 3M | -29.1% | -7.3% | -21.8% | -26.9% |
| 6M | -33.4% | -14.1% | -19.2% | -28.3% |
| YTD | +6.6% | -8.5% | +15.1% | +9.8% |
| 1Y | +6.5% | -12.0% | +18.5% | +11.7% |
| All | +6.5% | -12.8% | +19.3% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling