+19.0%
CCI vs SEI
+606.2%
-587.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +16.3% | -16.1% | -0.4% |
| 7D | +0.2% | +28.8% | -28.7% | -0.8% |
| 30D | +0.5% | +10.4% | -9.8% | 0.0% |
| 3M | -16.3% | -11.4% | -4.8% | -16.2% |
| 6M | -13.9% | +31.2% | -45.1% | -15.6% |
| YTD | -12.4% | +39.7% | -52.2% | -14.6% |
| 1Y | -15.2% | +149.0% | -164.2% | -20.0% |
| 3Y | -9.9% | +560.2% | -570.1% | -23.8% |
| 5Y | -50.8% | +955.7% | -1,006.5% | -60.8% |
| All | +19.0% | +606.2% | -587.2% | -10.1% |
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