+3,682.3%
CLS vs SEI
+1,021.5%
+2,660.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.7% | -0.8% |
| 7D | +20.1% | +28.2% | -8.1% | +10.5% |
| 30D | +6.0% | +15.5% | -9.4% | +0.6% |
| 3M | -10.3% | -1.4% | -8.9% | -11.2% |
| 6M | +24.5% | +37.4% | -12.9% | +10.2% |
| YTD | +12.9% | +47.8% | -35.0% | -3.7% |
| 1Y | +36.7% | +174.3% | -137.6% | -3.1% |
| 3Y | +1,328.1% | +598.5% | +729.6% | +685.1% |
| 5Y | +3,682.3% | +1,026.2% | +2,656.1% | +1,608.1% |
| All | +3,682.3% | +1,021.5% | +2,660.8% | +1,608.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling