+101.5%
CFG vs SEI
+924.7%
-823.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +16.3% | -17.4% | -3.7% |
| 7D | +2.7% | +28.8% | -26.2% | -1.6% |
| 30D | -3.7% | +10.4% | -14.0% | -5.6% |
| 3M | +9.5% | -11.4% | +20.9% | +9.7% |
| 6M | +22.2% | +31.2% | -8.9% | +13.4% |
| YTD | +22.3% | +39.7% | -17.4% | +11.2% |
| 1Y | +39.4% | +149.0% | -109.5% | +11.7% |
| 3Y | +188.5% | +560.2% | -371.7% | +66.7% |
| 5Y | +101.5% | +955.7% | -854.1% | -10.3% |
| All | +101.5% | +924.7% | -823.1% | -10.3% |
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