-56.8%
CCL vs SEI
+507.3%
-564.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.8% |
| 7D | -5.0% | +10.2% | -15.3% | -7.6% |
| 30D | -20.3% | -1.0% | -19.3% | -20.5% |
| 3M | -15.1% | -27.9% | +12.8% | -9.6% |
| 6M | -15.1% | +10.4% | -25.5% | -21.2% |
| YTD | -21.8% | +20.1% | -41.9% | -30.3% |
| 1Y | -24.8% | +109.7% | -134.5% | -45.5% |
| 3Y | +51.9% | +458.6% | -406.8% | -36.4% |
| 5Y | +4.0% | +775.3% | -771.2% | -68.0% |
| All | -56.8% | +507.3% | -564.0% | -87.1% |
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