+183.3%
CAT vs SRE
+43.0%
+140.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.7% |
| 7D | -10.3% | -9.2% | -1.1% | -6.7% |
| 30D | -31.2% | -1.9% | -29.3% | -30.7% |
| 3M | -34.7% | -6.5% | -28.1% | -33.1% |
| 6M | -39.5% | -15.2% | -24.2% | -35.5% |
| YTD | -1.7% | -9.5% | +7.8% | +1.9% |
| 1Y | -1.1% | -13.2% | +12.1% | +4.2% |
| 3Y | +143.9% | +19.5% | +124.4% | +112.6% |
| All | +183.3% | +43.0% | +140.3% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling