+490.3%
CF vs SEI
+605.9%
-115.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +4.8% | +10.5% | -5.7% | +2.9% |
| 30D | +4.7% | -8.0% | +12.7% | +4.8% |
| 3M | +7.4% | +6.7% | +0.7% | +3.3% |
| 6M | +0.6% | -17.0% | +17.6% | -0.5% |
| YTD | +64.1% | +39.7% | +24.4% | +42.1% |
| 1Y | +51.4% | +43.2% | +8.2% | +29.1% |
| 3Y | +67.8% | +676.3% | -608.5% | -25.2% |
| 5Y | +114.1% | +891.0% | -776.9% | -19.5% |
| All | +490.3% | +605.9% | -115.6% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling