-21.5%
CG vs SEI
+889.7%
-911.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +0.2% | +10.5% | -10.3% | -1.6% |
| 30D | +11.2% | -8.0% | +19.2% | +11.1% |
| 3M | -22.1% | +6.7% | -28.8% | -25.3% |
| 6M | -17.9% | -17.0% | -0.9% | -18.7% |
| YTD | -31.3% | +39.7% | -71.0% | -40.3% |
| 1Y | -24.0% | +43.2% | -67.1% | -34.7% |
| 3Y | +45.0% | +676.3% | -631.4% | -22.6% |
| All | -21.5% | +889.7% | -911.2% | -61.6% |
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