+73.5%
CART vs SEI
+534.2%
-460.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.4% | -7.8% | +0.4% |
| 7D | +1.5% | -4.3% | +5.8% | +1.5% |
| 30D | +22.4% | -18.0% | +40.5% | +22.8% |
| 3M | +16.5% | +8.2% | +8.3% | +15.5% |
| 6M | +44.9% | -13.9% | +58.7% | +44.7% |
| YTD | +30.0% | +37.0% | -7.1% | +25.3% |
| 1Y | +59.1% | +24.5% | +34.6% | +54.0% |
| 3Y | +138.8% | +681.1% | -542.2% | +92.2% |
| All | +73.5% | +534.2% | -460.7% | +33.0% |
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