+55.2%
CL vs SEI
+507.3%
-452.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.9% | -1.5% |
| 7D | -2.2% | +10.2% | -12.4% | -2.2% |
| 30D | -4.8% | -1.0% | -3.8% | -4.8% |
| 3M | +4.9% | -27.9% | +32.8% | +5.1% |
| 6M | -5.7% | +10.4% | -16.1% | -6.1% |
| YTD | +14.4% | +20.1% | -5.8% | +13.6% |
| 1Y | +8.7% | +109.7% | -101.0% | +6.4% |
| 3Y | +30.0% | +458.6% | -428.6% | +19.2% |
| 5Y | +28.4% | +775.3% | -746.9% | +12.3% |
| All | +55.2% | +507.3% | -452.1% | +29.6% |
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