+113.8%
CF vs SEI
+867.5%
-753.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.4% |
| 7D | +5.4% | +27.6% | -22.2% | +3.3% |
| 30D | +6.5% | -17.1% | +23.7% | +7.5% |
| 3M | +4.6% | +4.6% | +0.1% | +3.1% |
| 6M | -3.3% | -15.1% | +11.8% | -3.6% |
| YTD | +63.9% | +41.2% | +22.7% | +52.8% |
| 1Y | +50.4% | +37.5% | +12.9% | +40.0% |
| 3Y | +68.2% | +693.7% | -625.4% | +1.4% |
| 5Y | +113.8% | +901.7% | -787.9% | +9.4% |
| All | +113.8% | +867.5% | -753.7% | +9.4% |
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