+72.2%
CL vs SEI
+592.7%
-520.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.4% | -6.9% | +1.4% |
| 7D | +0.5% | -4.3% | +4.8% | +0.5% |
| 30D | +11.6% | -18.0% | +29.6% | +11.6% |
| 3M | +5.6% | +8.2% | -2.6% | +5.5% |
| 6M | +13.2% | -13.9% | +27.0% | +13.1% |
| YTD | +26.9% | +37.0% | -10.1% | +25.9% |
| 1Y | +27.3% | +24.5% | +2.8% | +26.4% |
| 3Y | +39.7% | +681.1% | -641.3% | +26.8% |
| 5Y | +41.3% | +787.5% | -746.2% | +24.6% |
| All | +72.2% | +592.7% | -520.5% | +43.6% |
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 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