+69.9%
CNP vs SEI
+1,021.5%
-951.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -1.0% |
| 7D | +0.7% | +28.2% | -27.6% | -0.1% |
| 30D | -0.1% | +15.5% | -15.5% | -0.6% |
| 3M | -5.6% | -1.4% | -4.2% | -5.9% |
| 6M | -7.5% | +37.4% | -44.9% | -9.1% |
| YTD | +5.5% | +47.8% | -42.3% | +3.2% |
| 1Y | +8.3% | +174.3% | -166.0% | +2.5% |
| 3Y | +51.8% | +598.5% | -546.7% | +28.8% |
| 5Y | +69.9% | +1,026.2% | -956.3% | +41.0% |
| All | +69.9% | +1,021.5% | -951.7% | +41.0% |
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