+67.8%
CF vs SEI
+684.3%
-616.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | +4.8% | +10.5% | -5.7% | +4.6% |
| 30D | +4.7% | -8.0% | +12.7% | +4.8% |
| 3M | +7.4% | +6.7% | +0.7% | +7.2% |
| 6M | +0.6% | -17.0% | +17.6% | +0.9% |
| YTD | +64.1% | +39.7% | +24.4% | +61.2% |
| 1Y | +51.4% | +43.2% | +8.2% | +48.3% |
| 3Y | +67.8% | +676.3% | -608.5% | +45.8% |
| All | +67.8% | +684.3% | -616.5% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling