+289.4%
COP vs SEI
+647.2%
-357.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.7% | -0.5% |
| 7D | -0.5% | +28.2% | -28.7% | -7.4% |
| 30D | +11.7% | +15.5% | -3.8% | +6.4% |
| 3M | +17.7% | -1.4% | +19.1% | +13.8% |
| 6M | +18.3% | +37.4% | -19.1% | +1.2% |
| YTD | +49.1% | +47.8% | +1.2% | +22.1% |
| 1Y | +53.3% | +174.3% | -121.0% | -1.3% |
| 3Y | +22.2% | +598.5% | -576.3% | -57.2% |
| 5Y | +193.3% | +1,026.2% | -832.9% | -24.3% |
| All | +289.4% | +647.2% | -357.7% | +3.3% |
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