+60.7%
COP vs SEI
+18.6%
+42.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -16.9% | +11.7% | -5.2% |
| 7D | -8.1% | -16.4% | +8.3% | -8.2% |
| 30D | +6.7% | -22.9% | +29.5% | +6.5% |
| 3M | +16.9% | -0.3% | +17.2% | +17.6% |
| 6M | +11.2% | -22.3% | +33.5% | +11.3% |
| YTD | +49.5% | +26.2% | +23.4% | +48.7% |
| 1Y | +60.7% | +8.2% | +52.5% | +62.9% |
| All | +60.7% | +18.6% | +42.1% | +62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling