+190.6%
CFG vs SEI
+668.7%
-478.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.4% | +2.0% |
| 7D | +0.3% | -4.3% | +4.5% | +0.3% |
| 30D | +3.2% | -18.0% | +21.3% | +4.7% |
| 3M | -9.7% | +8.2% | -17.9% | -12.1% |
| 6M | +3.6% | -13.9% | +17.5% | +2.6% |
| YTD | +14.7% | +37.0% | -22.4% | +4.8% |
| 1Y | +29.6% | +24.5% | +5.1% | +19.4% |
| 3Y | +190.6% | +681.1% | -490.5% | +78.2% |
| All | +190.6% | +668.7% | -478.1% | +78.2% |
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