+53.9%
CL vs SEI
+647.2%
-593.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.5% |
| 7D | -2.3% | +28.2% | -30.5% | -2.4% |
| 30D | -5.5% | +15.5% | -21.0% | -5.6% |
| 3M | +0.8% | -1.4% | +2.2% | +0.8% |
| 6M | -4.2% | +37.4% | -41.6% | -4.8% |
| YTD | +13.4% | +47.8% | -34.4% | +12.5% |
| 1Y | +7.1% | +174.3% | -167.2% | +4.5% |
| 3Y | +29.0% | +598.5% | -569.5% | +18.1% |
| 5Y | +28.3% | +1,026.2% | -997.9% | +11.7% |
| All | +53.9% | +647.2% | -593.3% | +28.3% |
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