-12.2%
CNH vs SEI
+864.7%
-876.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.9% | +1.3% |
| 7D | +6.7% | +12.4% | -5.8% | +5.2% |
| 30D | +7.2% | -18.3% | +25.5% | +8.8% |
| 3M | +17.5% | +10.4% | +7.1% | +14.4% |
| 6M | +15.0% | -12.9% | +27.8% | +14.2% |
| YTD | +36.8% | +41.8% | -5.1% | +25.7% |
| 1Y | +27.6% | +30.3% | -2.7% | +18.1% |
| 3Y | +34.3% | +697.3% | -663.0% | -20.3% |
| 5Y | -12.2% | +877.0% | -889.2% | -50.1% |
| All | -12.2% | +864.7% | -876.9% | -50.1% |
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