+92.9%
CI vs SEI
+507.3%
-414.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.4% | -4.7% | -1.5% |
| 7D | +1.3% | +10.2% | -8.9% | +0.6% |
| 30D | +4.4% | -1.0% | +5.5% | +4.4% |
| 3M | +0.7% | -27.9% | +28.6% | +2.3% |
| 6M | +0.3% | +10.4% | -10.0% | -1.8% |
| YTD | +3.8% | +20.1% | -16.3% | +0.5% |
| 1Y | -5.5% | +109.7% | -115.2% | -13.9% |
| 3Y | +8.1% | +458.6% | -450.5% | -20.4% |
| 5Y | +42.8% | +775.3% | -732.5% | -7.8% |
| All | +92.9% | +507.3% | -414.4% | +21.6% |
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 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