+177.6%
CFG vs SEI
+507.3%
-329.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.9% |
| 7D | +1.5% | +10.2% | -8.7% | -0.8% |
| 30D | -3.8% | -1.0% | -2.8% | -3.9% |
| 3M | +11.5% | -27.9% | +39.4% | +17.6% |
| 6M | +19.2% | +10.4% | +8.8% | +11.4% |
| YTD | +23.7% | +20.1% | +3.6% | +11.6% |
| 1Y | +38.8% | +109.7% | -70.9% | +4.9% |
| 3Y | +178.9% | +458.6% | -279.7% | +32.7% |
| 5Y | +101.8% | +775.3% | -673.5% | -26.2% |
| All | +177.6% | +507.3% | -329.7% | +0.7% |
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