+408.4%
CNQ vs SEI
+644.4%
-236.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.6% | -1.9% |
| 7D | +0.1% | +22.6% | -22.5% | -5.8% |
| 30D | +6.2% | +9.1% | -2.9% | +2.6% |
| 3M | +12.4% | -11.3% | +23.7% | +12.5% |
| 6M | +9.0% | +22.0% | -13.0% | -2.7% |
| YTD | +52.2% | +47.3% | +4.9% | +25.3% |
| 1Y | +65.0% | +124.8% | -59.7% | +14.6% |
| 3Y | +78.8% | +591.3% | -512.4% | -36.7% |
| 5Y | +286.0% | +1,008.2% | -722.2% | +0.9% |
| All | +408.4% | +644.4% | -236.0% | +37.4% |
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