+543.5%
CIEN vs SEI
+999.8%
-456.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.1% | -0.6% | +3.1% |
| 7D | +8.9% | +22.6% | -13.7% | +3.0% |
| 30D | -19.1% | +9.1% | -28.2% | -21.3% |
| 3M | -21.5% | -11.3% | -10.2% | -19.8% |
| 6M | +2.8% | +22.0% | -19.2% | -2.6% |
| YTD | +49.5% | +47.3% | +2.2% | +35.3% |
| 1Y | +163.8% | +124.8% | +39.0% | +119.2% |
| 3Y | +615.8% | +591.3% | +24.6% | +391.4% |
| All | +543.5% | +999.8% | -456.3% | +306.6% |
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