-58.7%
CCL vs SEI
+608.3%
-667.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | +0.4% |
| 7D | -4.3% | +20.7% | -25.0% | -9.6% |
| 30D | -19.0% | +9.1% | -28.1% | -21.7% |
| 3M | -13.1% | -6.0% | -7.1% | -14.3% |
| 6M | -13.3% | +18.9% | -32.2% | -21.4% |
| YTD | -25.2% | +40.1% | -65.4% | -36.5% |
| 1Y | -27.2% | +120.6% | -147.8% | -47.7% |
| 3Y | +49.2% | +562.1% | -512.9% | -40.8% |
| 5Y | +0.4% | +954.5% | -954.1% | -71.0% |
| All | -58.7% | +608.3% | -667.0% | -88.2% |
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