+40.7%
CL vs SEI
+684.3%
-643.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.7% |
| 7D | +3.2% | +10.5% | -7.2% | +3.8% |
| 30D | +8.0% | -8.0% | +16.1% | +8.1% |
| 3M | +7.9% | +6.7% | +1.1% | +8.9% |
| 6M | +14.7% | -17.0% | +31.8% | +15.2% |
| YTD | +29.2% | +39.7% | -10.5% | +32.7% |
| 1Y | +29.5% | +43.2% | -13.6% | +33.4% |
| 3Y | +40.7% | +676.3% | -635.7% | +48.6% |
| All | +40.7% | +684.3% | -643.6% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling