-43.3%
CAG vs SEI
+644.4%
-687.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -0.8% |
| 7D | -5.7% | +22.6% | -28.3% | -6.2% |
| 30D | -2.4% | +9.1% | -11.5% | -2.7% |
| 3M | +9.8% | -11.3% | +21.1% | +9.9% |
| 6M | -10.8% | +22.0% | -32.9% | -12.0% |
| YTD | -10.8% | +47.3% | -58.1% | -12.9% |
| 1Y | -19.0% | +124.8% | -143.7% | -22.8% |
| 3Y | -39.7% | +591.3% | -631.0% | -49.2% |
| 5Y | -43.0% | +1,008.2% | -1,051.2% | -55.4% |
| All | -43.3% | +644.4% | -687.7% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling