+118.1%
COF vs SEI
+594.6%
-476.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.1% |
| 7D | -5.1% | +22.6% | -27.7% | -8.1% |
| 30D | -6.0% | +9.1% | -15.1% | -7.6% |
| 3M | +14.8% | -11.3% | +26.2% | +15.4% |
| 6M | +15.3% | +22.0% | -6.7% | +9.0% |
| YTD | -13.0% | +47.3% | -60.3% | -20.9% |
| 1Y | -5.7% | +124.8% | -130.5% | -21.4% |
| 3Y | +118.1% | +591.3% | -473.1% | +41.2% |
| All | +118.1% | +594.6% | -476.4% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling