+117.6%
CDE vs SEI
+608.3%
-490.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.1% | -1.7% |
| 7D | -6.1% | +20.7% | -26.7% | -11.2% |
| 30D | +9.5% | +9.1% | +0.4% | +5.9% |
| 3M | +32.0% | -6.0% | +38.0% | +31.2% |
| 6M | -12.8% | +18.9% | -31.7% | -19.4% |
| YTD | +14.2% | +40.1% | -25.9% | 0.0% |
| 1Y | +36.3% | +120.6% | -84.3% | +4.8% |
| 3Y | +821.4% | +562.1% | +259.3% | +329.6% |
| 5Y | +194.3% | +954.5% | -760.2% | +13.0% |
| All | +117.6% | +608.3% | -490.8% | -20.0% |
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