+69.7%
CL vs SEI
+539.1%
-469.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +14.3% | -16.4% | -2.1% |
| 7D | +1.3% | -18.3% | +19.6% | +1.3% |
| 30D | +11.4% | -24.4% | +35.8% | +11.4% |
| 3M | +4.4% | +1.5% | +2.9% | +4.3% |
| 6M | +10.8% | -25.1% | +35.9% | +10.9% |
| YTD | +25.1% | +26.4% | -1.3% | +24.1% |
| 1Y | +28.0% | +8.9% | +19.0% | +27.1% |
| 3Y | +37.6% | +586.7% | -549.0% | +25.1% |
| 5Y | +39.7% | +717.9% | -678.2% | +23.2% |
| All | +69.7% | +539.1% | -469.4% | +41.5% |
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