+639.7%
CEG vs SEI
+851.5%
-211.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +16.3% | -16.3% | -3.8% |
| 7D | +6.7% | +28.8% | -22.2% | +0.2% |
| 30D | +11.0% | +10.4% | +0.6% | +7.7% |
| 3M | +19.5% | -11.4% | +30.9% | +20.3% |
| 6M | -5.9% | +31.2% | -37.0% | -14.7% |
| YTD | -15.0% | +39.7% | -54.7% | -24.7% |
| 1Y | +0.6% | +149.0% | -148.3% | -22.9% |
| 3Y | +180.6% | +560.2% | -379.6% | +72.0% |
| All | +639.7% | +851.5% | -211.8% | +420.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling