+192.8%
CB vs SEI
+507.3%
-314.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.4% | -2.2% |
| 7D | +0.5% | +10.2% | -9.8% | -0.3% |
| 30D | -3.1% | -1.0% | -2.1% | -3.2% |
| 3M | +9.0% | -27.9% | +36.9% | +10.8% |
| 6M | +2.9% | +10.4% | -7.5% | +0.1% |
| YTD | +10.1% | +20.1% | -10.0% | +5.5% |
| 1Y | +22.8% | +109.7% | -86.9% | +9.5% |
| 3Y | +73.8% | +458.6% | -384.8% | +23.2% |
| 5Y | +99.2% | +775.3% | -676.1% | +23.0% |
| All | +192.8% | +507.3% | -314.5% | +73.6% |
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