-13.7%
CLF vs SEI
+565.9%
-579.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +16.3% | -18.0% | -4.8% |
| 7D | +6.5% | +28.8% | -22.3% | +1.1% |
| 30D | +0.2% | +10.4% | -10.1% | -2.1% |
| 3M | -3.1% | -11.4% | +8.3% | -2.5% |
| 6M | +25.0% | +31.2% | -6.2% | +14.0% |
| YTD | -7.5% | +39.7% | -47.2% | -17.9% |
| 1Y | +11.5% | +149.0% | -137.4% | -14.1% |
| 3Y | -13.7% | +560.2% | -573.9% | -49.5% |
| All | -13.7% | +565.9% | -579.6% | -49.5% |
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 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