+529.3%
CF vs SEI
+507.3%
+22.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.4% | -6.7% | -3.9% |
| 7D | +6.0% | +10.2% | -4.2% | +4.1% |
| 30D | +14.8% | -1.0% | +15.9% | +14.6% |
| 3M | +14.1% | -27.9% | +42.0% | +18.6% |
| 6M | +28.5% | +10.4% | +18.1% | +20.8% |
| YTD | +74.9% | +20.1% | +54.8% | +59.3% |
| 1Y | +61.7% | +109.7% | -48.0% | +26.2% |
| 3Y | +80.3% | +458.6% | -378.3% | -10.6% |
| 5Y | +226.0% | +775.3% | -549.3% | +27.0% |
| All | +529.3% | +507.3% | +22.0% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling