-10.0%
CEG vs SEI
+134.3%
-144.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.7% |
| 7D | -4.8% | +22.6% | -27.3% | -10.0% |
| 30D | +2.3% | +9.1% | -6.8% | -0.6% |
| 3M | +15.6% | -11.3% | +26.9% | +17.5% |
| 6M | -5.0% | +22.0% | -27.0% | -13.6% |
| YTD | -19.0% | +47.3% | -66.3% | -32.6% |
| 1Y | -10.0% | +124.8% | -134.7% | -35.4% |
| All | -10.0% | +134.3% | -144.2% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling