+838.1%
CLS vs SEI
+684.3%
+153.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.0% |
| 7D | +16.3% | +10.5% | +5.8% | +12.2% |
| 30D | -25.7% | -8.0% | -17.6% | -23.7% |
| 3M | -30.9% | +6.7% | -37.6% | -33.2% |
| 6M | -35.5% | -17.0% | -18.5% | -32.6% |
| YTD | -18.7% | +39.7% | -58.4% | -30.6% |
| 1Y | -17.9% | +43.2% | -61.1% | -30.3% |
| 3Y | +838.1% | +676.3% | +161.8% | +477.9% |
| All | +838.1% | +684.3% | +153.8% | +477.9% |
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