+89.5%
CNP vs SEI
+644.4%
-554.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.5% |
| 7D | -1.4% | +22.6% | -24.0% | -3.3% |
| 30D | -2.9% | +9.1% | -12.0% | -3.9% |
| 3M | -7.5% | -11.3% | +3.8% | -7.4% |
| 6M | -7.9% | +22.0% | -29.9% | -11.1% |
| YTD | +3.7% | +47.3% | -43.5% | -2.3% |
| 1Y | +4.6% | +124.8% | -120.2% | -6.8% |
| 3Y | +49.1% | +591.3% | -542.1% | +5.2% |
| 5Y | +69.2% | +1,008.2% | -939.0% | +4.3% |
| All | +89.5% | +644.4% | -554.9% | +8.5% |
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