+112.0%
CF vs SEI
+706.3%
-594.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.3% | -13.6% | -0.4% |
| 7D | -3.2% | -18.3% | +15.1% | -1.9% |
| 30D | +4.3% | -24.4% | +28.8% | +6.0% |
| 3M | +2.8% | +1.5% | +1.3% | +1.5% |
| 6M | +0.6% | -25.1% | +25.7% | +1.4% |
| YTD | +56.6% | +26.4% | +30.2% | +47.4% |
| 1Y | +49.6% | +8.9% | +40.7% | +42.6% |
| 3Y | +61.5% | +586.7% | -525.2% | -0.6% |
| All | +112.0% | +706.3% | -594.3% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling