+14.8%
CNH vs SEI
+18.6%
-3.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -16.9% | +16.7% | +0.2% |
| 7D | +6.5% | -16.4% | +22.9% | +6.9% |
| 30D | -12.0% | -22.9% | +10.9% | -11.4% |
| 3M | +4.4% | -0.3% | +4.7% | +4.0% |
| 6M | +15.7% | -22.3% | +38.0% | +17.4% |
| YTD | +28.2% | +26.2% | +2.1% | +22.8% |
| 1Y | +14.8% | +8.2% | +6.6% | +11.7% |
| All | +14.8% | +18.6% | -3.8% | +11.7% |
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