+111.7%
CLF vs SEI
+647.2%
-535.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -3.4% |
| 7D | -2.7% | +28.2% | -30.9% | -10.3% |
| 30D | -3.2% | +15.5% | -18.7% | -8.1% |
| 3M | -5.0% | -1.4% | -3.6% | -7.7% |
| 6M | +26.6% | +37.4% | -10.8% | +8.2% |
| YTD | -9.0% | +47.8% | -56.8% | -25.5% |
| 1Y | +11.8% | +174.3% | -162.5% | -27.2% |
| 3Y | -15.1% | +598.5% | -613.6% | -67.7% |
| 5Y | -48.2% | +1,026.2% | -1,074.4% | -85.9% |
| All | +111.7% | +647.2% | -535.4% | -40.4% |
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