-40.7%
CAG vs SEI
+606.2%
-647.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +16.3% | -17.7% | -1.8% |
| 7D | -5.3% | +28.8% | -34.1% | -5.9% |
| 30D | +1.0% | +10.4% | -9.4% | +0.7% |
| 3M | +17.4% | -11.4% | +28.8% | +17.4% |
| 6M | -16.8% | +31.2% | -48.0% | -18.2% |
| YTD | -6.8% | +39.7% | -46.5% | -8.8% |
| 1Y | -15.4% | +149.0% | -164.4% | -20.0% |
| 3Y | -37.1% | +560.2% | -597.3% | -47.0% |
| 5Y | -41.3% | +955.7% | -996.9% | -54.0% |
| All | -40.7% | +606.2% | -647.0% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling