+11.6%
CAT vs SRE
-11.4%
+23.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +2.0% |
| 7D | +1.7% | -0.3% | +2.0% | +1.9% |
| 30D | -6.6% | -0.7% | -5.8% | -6.7% |
| 3M | -13.3% | -6.3% | -7.0% | -10.7% |
| 6M | +11.6% | -10.7% | +22.3% | +17.4% |
| All | +11.6% | -11.4% | +23.0% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling