+50.5%
COP vs SEI
+134.3%
-83.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | +0.3% |
| 7D | +2.3% | +22.6% | -20.3% | +2.8% |
| 30D | +8.6% | +9.1% | -0.5% | +8.9% |
| 3M | +19.9% | -11.3% | +31.2% | +19.6% |
| 6M | +19.0% | +22.0% | -3.0% | +19.7% |
| YTD | +50.0% | +47.3% | +2.7% | +50.2% |
| 1Y | +50.5% | +124.8% | -74.2% | +60.4% |
| All | +50.5% | +134.3% | -83.8% | +60.4% |
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