+172.0%
CFG vs SEI
+647.2%
-475.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -2.2% |
| 7D | -0.6% | +28.2% | -28.8% | -6.7% |
| 30D | -4.5% | +15.5% | -20.0% | -8.4% |
| 3M | +6.3% | -1.4% | +7.7% | +3.8% |
| 6M | +20.6% | +37.4% | -16.8% | +6.6% |
| YTD | +21.2% | +47.8% | -26.6% | +3.7% |
| 1Y | +38.2% | +174.3% | -136.1% | -2.6% |
| 3Y | +185.9% | +598.5% | -412.5% | +28.3% |
| 5Y | +97.0% | +1,026.2% | -929.2% | -32.8% |
| All | +172.0% | +647.2% | -475.1% | -6.5% |
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