+462.9%
CF vs SEI
+592.7%
-129.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.4% | -8.5% | -1.5% |
| 7D | -0.9% | -4.3% | +3.4% | -0.9% |
| 30D | +6.9% | -18.0% | +25.0% | +9.1% |
| 3M | +4.8% | +8.2% | -3.4% | +0.6% |
| 6M | +4.7% | -13.9% | +18.5% | +2.7% |
| YTD | +56.5% | +37.0% | +19.4% | +35.9% |
| 1Y | +48.4% | +24.5% | +23.9% | +30.3% |
| 3Y | +59.1% | +681.1% | -621.9% | -29.4% |
| 5Y | +109.5% | +787.5% | -678.0% | -18.4% |
| All | +462.9% | +592.7% | -129.8% | +98.6% |
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