+118.9%
CLF vs SEI
+507.3%
-388.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.7% | +0.7% |
| 7D | +7.6% | +10.2% | -2.7% | +4.5% |
| 30D | -1.2% | -1.0% | -0.2% | -1.1% |
| 3M | -13.4% | -27.9% | +14.6% | -6.9% |
| 6M | +15.4% | +10.4% | +5.0% | +6.1% |
| YTD | -5.9% | +20.1% | -26.0% | -17.5% |
| 1Y | +18.8% | +109.7% | -90.9% | -15.4% |
| 3Y | -19.4% | +458.6% | -478.0% | -67.0% |
| 5Y | -47.7% | +775.3% | -823.0% | -84.4% |
| All | +118.9% | +507.3% | -388.4% | -34.0% |
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