+1,619.2%
CLS vs SEI
+605.9%
+1,013.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.0% |
| 7D | +16.3% | +10.5% | +5.8% | +12.8% |
| 30D | -25.7% | -8.0% | -17.6% | -23.9% |
| 3M | -30.9% | +6.7% | -37.6% | -32.9% |
| 6M | -35.5% | -17.0% | -18.5% | -32.8% |
| YTD | -18.7% | +39.7% | -58.4% | -29.2% |
| 1Y | -17.9% | +43.2% | -61.1% | -28.9% |
| 3Y | +838.1% | +676.3% | +161.8% | +375.1% |
| 5Y | +1,971.9% | +891.0% | +1,080.9% | +818.0% |
| All | +1,619.2% | +605.9% | +1,013.2% | +628.2% |
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