+13.2%
CNH vs SEI
+1,021.5%
-1,008.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.6% | +1.5% |
| 7D | +1.8% | +28.2% | -26.4% | -1.4% |
| 30D | +32.6% | +15.5% | +17.2% | +29.8% |
| 3M | +29.4% | -1.4% | +30.8% | +28.2% |
| 6M | +26.0% | +37.4% | -11.4% | +18.6% |
| YTD | +52.2% | +47.8% | +4.4% | +40.5% |
| 1Y | +23.9% | +174.3% | -150.4% | +3.0% |
| 3Y | +10.1% | +598.5% | -588.3% | -32.1% |
| 5Y | +13.2% | +1,026.2% | -1,013.1% | -40.9% |
| All | +13.2% | +1,021.5% | -1,008.4% | -40.9% |
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