+80.5%
CNH vs SEI
+507.3%
-426.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.4% | +0.6% | +3.4% |
| 7D | +23.3% | +10.2% | +13.0% | +21.1% |
| 30D | +33.5% | -1.0% | +34.5% | +33.2% |
| 3M | +32.7% | -27.9% | +60.6% | +38.7% |
| 6M | +22.2% | +10.4% | +11.8% | +16.1% |
| YTD | +57.7% | +20.1% | +37.5% | +45.4% |
| 1Y | +28.0% | +109.7% | -81.7% | +2.6% |
| 3Y | +11.5% | +458.6% | -447.1% | -39.8% |
| 5Y | +11.9% | +775.3% | -763.4% | -50.7% |
| All | +80.5% | +507.3% | -426.8% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling