-29.6%
CLS vs SEI
+18.6%
-48.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -16.9% | +7.9% | -1.2% |
| 7D | -21.1% | -16.4% | -4.7% | -14.7% |
| 30D | -38.2% | -22.9% | -15.3% | -31.0% |
| 3M | -36.3% | -0.3% | -36.0% | -37.1% |
| 6M | -43.8% | -22.3% | -21.5% | -38.3% |
| YTD | -20.0% | +26.2% | -46.2% | -35.2% |
| 1Y | -29.6% | +8.2% | -37.8% | -35.1% |
| All | -29.6% | +18.6% | -48.2% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling