+34.8%
CF vs SEI
+18.6%
+16.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -16.9% | +12.5% | -5.1% |
| 7D | -6.9% | -16.4% | +9.6% | -7.5% |
| 30D | -3.7% | -22.9% | +19.1% | -4.5% |
| 3M | -5.0% | -0.3% | -4.7% | -4.1% |
| 6M | -10.5% | -22.3% | +11.9% | -9.9% |
| YTD | +46.5% | +26.2% | +20.4% | +51.2% |
| 1Y | +34.8% | +8.2% | +26.6% | +38.3% |
| All | +34.8% | +18.6% | +16.3% | +38.3% |
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