+1,257.9%
CIEN vs SEI
+507.3%
+750.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +0.3% |
| 7D | -15.2% | +10.2% | -25.4% | -17.2% |
| 30D | -21.5% | -1.0% | -20.5% | -21.4% |
| 3M | -40.1% | -27.9% | -12.1% | -35.7% |
| 6M | -6.6% | +10.4% | -17.0% | -8.4% |
| YTD | +37.3% | +20.1% | +17.1% | +31.6% |
| 1Y | +174.5% | +109.7% | +64.8% | +135.4% |
| 3Y | +562.3% | +458.6% | +103.6% | +357.3% |
| 5Y | +463.9% | +775.3% | -311.3% | +241.6% |
| All | +1,257.9% | +507.3% | +750.6% | +703.6% |
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