+207.6%
COF vs SEI
+644.4%
-436.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.6% |
| 7D | -5.1% | +22.6% | -27.7% | -9.9% |
| 30D | -6.0% | +9.1% | -15.1% | -8.6% |
| 3M | +14.8% | -11.3% | +26.2% | +15.2% |
| 6M | +15.3% | +22.0% | -6.7% | +5.5% |
| YTD | -13.0% | +47.3% | -60.3% | -25.0% |
| 1Y | -5.7% | +124.8% | -130.5% | -28.5% |
| 3Y | +118.1% | +591.3% | -473.1% | +5.7% |
| 5Y | +46.2% | +1,008.2% | -962.0% | -44.9% |
| All | +207.6% | +644.4% | -436.8% | +14.0% |
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 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