+205.9%
COF vs SEI
+608.3%
-402.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | -0.6% |
| 7D | -6.1% | +20.7% | -26.7% | -10.4% |
| 30D | -5.2% | +9.1% | -14.3% | -7.8% |
| 3M | +17.0% | -6.0% | +23.0% | +15.7% |
| 6M | +12.9% | +18.9% | -6.0% | +3.8% |
| YTD | -13.5% | +40.1% | -53.7% | -24.6% |
| 1Y | -5.9% | +120.6% | -126.5% | -28.4% |
| 3Y | +117.1% | +562.1% | -445.0% | +6.2% |
| 5Y | +45.4% | +954.5% | -909.1% | -44.5% |
| All | +205.9% | +608.3% | -402.4% | +14.6% |
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