+50.0%
CNH vs SEI
+613.6%
-563.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.1% |
| 7D | +6.4% | +27.6% | -21.2% | +1.9% |
| 30D | -1.6% | -17.1% | +15.5% | +0.4% |
| 3M | +11.6% | +4.6% | +7.0% | +7.9% |
| 6M | +12.5% | -15.1% | +27.6% | +11.4% |
| YTD | +31.1% | +41.2% | -10.1% | +14.7% |
| 1Y | +17.0% | +37.5% | -20.5% | +2.3% |
| 3Y | +28.7% | +693.7% | -664.9% | -37.4% |
| 5Y | -17.4% | +901.7% | -919.1% | -65.0% |
| All | +50.0% | +613.6% | -563.6% | -36.7% |
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 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