+92.2%
CNP vs SEI
+507.3%
-415.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -1.1% |
| 7D | +1.1% | +10.2% | -9.1% | +0.2% |
| 30D | -1.8% | -1.0% | -0.8% | -1.9% |
| 3M | -4.6% | -27.9% | +23.3% | -2.7% |
| 6M | -8.8% | +10.4% | -19.2% | -11.3% |
| YTD | +5.2% | +20.1% | -14.9% | +1.0% |
| 1Y | +8.3% | +109.7% | -101.4% | -3.2% |
| 3Y | +54.9% | +458.6% | -403.7% | +11.5% |
| 5Y | +73.5% | +775.3% | -701.8% | +9.6% |
| All | +92.2% | +507.3% | -415.1% | +12.1% |
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 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