+327.4%
CAH vs SEI
+647.2%
-319.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.7% |
| 7D | -2.2% | +28.2% | -30.5% | -4.4% |
| 30D | +1.2% | +15.5% | -14.3% | -0.3% |
| 3M | +13.1% | -1.4% | +14.5% | +12.2% |
| 6M | +8.5% | +37.4% | -28.9% | +3.6% |
| YTD | +17.6% | +47.8% | -30.2% | +11.1% |
| 1Y | +60.7% | +174.3% | -113.6% | +40.8% |
| 3Y | +183.2% | +598.5% | -415.3% | +104.1% |
| 5Y | +402.2% | +1,026.2% | -624.0% | +217.5% |
| All | +327.4% | +647.2% | -319.8% | +167.3% |
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 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