+1,086.7%
CIEN vs SEI
+605.9%
+480.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.3% |
| 7D | +15.3% | +10.5% | +4.8% | +12.5% |
| 30D | -22.0% | -8.0% | -14.0% | -20.1% |
| 3M | -36.6% | +6.7% | -43.4% | -37.5% |
| 6M | -51.5% | -17.0% | -34.4% | -49.5% |
| YTD | +20.0% | +39.7% | -19.7% | +11.4% |
| 1Y | +44.5% | +43.2% | +1.3% | +33.4% |
| 3Y | +539.0% | +676.3% | -137.3% | +315.7% |
| 5Y | +356.8% | +891.0% | -534.2% | +170.1% |
| All | +1,086.7% | +605.9% | +480.8% | +579.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling