+112.8%
CART vs SEI
+565.5%
-452.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.3% | -13.7% | +0.2% |
| 7D | +3.0% | -18.3% | +21.2% | +3.4% |
| 30D | +28.6% | -24.4% | +53.0% | +29.2% |
| 3M | +29.1% | +1.5% | +27.5% | +28.1% |
| 6M | +44.7% | -25.1% | +69.9% | +45.4% |
| YTD | +29.2% | +26.4% | +2.8% | +24.7% |
| 1Y | +66.2% | +8.9% | +57.2% | +61.6% |
| 3Y | +112.8% | +586.7% | -473.8% | +79.5% |
| All | +112.8% | +565.5% | -452.7% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling