+51.5%
CART vs SEI
+456.0%
-404.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.4% | -4.7% | -1.4% |
| 7D | +1.0% | +10.2% | -9.2% | +0.6% |
| 30D | +12.6% | -1.0% | +13.6% | +12.5% |
| 3M | +23.1% | -27.9% | +51.0% | +24.5% |
| 6M | +39.5% | +10.4% | +29.1% | +37.3% |
| YTD | +13.5% | +20.1% | -6.6% | +10.5% |
| 1Y | +14.9% | +109.7% | -94.9% | +5.7% |
| All | +51.5% | +456.0% | -404.5% | +17.4% |
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