+477.4%
CF vs SEI
+584.5%
-107.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | +4.8% | -10.8% | +15.6% | +6.1% |
| 30D | +9.7% | -19.0% | +28.7% | +12.1% |
| 3M | +1.2% | +5.8% | -4.5% | -2.5% |
| 6M | +7.4% | -14.9% | +22.3% | +5.6% |
| YTD | +60.5% | +35.4% | +25.1% | +39.7% |
| 1Y | +50.7% | +23.9% | +26.9% | +32.4% |
| 3Y | +64.8% | +661.3% | -596.5% | -26.4% |
| 5Y | +115.8% | +822.2% | -706.4% | -17.3% |
| All | +477.4% | +584.5% | -107.1% | +104.2% |
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 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