-43.5%
CAG vs SEI
+999.8%
-1,043.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -0.6% |
| 7D | -5.7% | +22.6% | -28.3% | -5.3% |
| 30D | -2.4% | +9.1% | -11.5% | -2.2% |
| 3M | +9.8% | -11.3% | +21.1% | +9.9% |
| 6M | -10.8% | +22.0% | -32.9% | -10.6% |
| YTD | -10.8% | +47.3% | -58.1% | -10.6% |
| 1Y | -19.0% | +124.8% | -143.7% | -19.2% |
| 3Y | -39.7% | +591.3% | -631.0% | -43.7% |
| All | -43.5% | +999.8% | -1,043.3% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling