+70.2%
CNH vs SEI
+644.4%
-574.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.3% |
| 7D | -5.7% | +22.6% | -28.3% | -9.6% |
| 30D | +26.6% | +9.1% | +17.5% | +23.6% |
| 3M | +31.1% | -11.3% | +42.4% | +31.6% |
| 6M | +24.9% | +22.0% | +2.9% | +16.3% |
| YTD | +48.7% | +47.3% | +1.4% | +31.5% |
| 1Y | +22.2% | +124.8% | -102.6% | -3.0% |
| 3Y | +7.4% | +591.3% | -583.8% | -44.5% |
| 5Y | +10.8% | +1,008.2% | -997.4% | -53.6% |
| All | +70.2% | +644.4% | -574.2% | -27.5% |
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