+5.5%
CG vs SEI
+1,021.5%
-1,016.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.8% | -9.8% | -5.1% |
| 7D | -6.4% | +28.2% | -34.7% | -11.2% |
| 30D | -7.1% | +15.5% | -22.5% | -10.4% |
| 3M | -1.6% | -1.4% | -0.2% | -3.4% |
| 6M | -8.3% | +37.4% | -45.8% | -17.3% |
| YTD | -23.8% | +47.8% | -71.6% | -33.1% |
| 1Y | -28.7% | +174.3% | -203.0% | -46.4% |
| 3Y | +49.2% | +598.5% | -549.3% | -16.9% |
| 5Y | +5.5% | +1,026.2% | -1,020.7% | -50.5% |
| All | +5.5% | +1,021.5% | -1,016.0% | -50.5% |
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 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