+20.8%
COP vs SEI
+565.9%
-545.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +16.3% | -15.7% | -0.8% |
| 7D | -0.8% | +28.8% | -29.7% | -3.1% |
| 30D | +15.6% | +10.4% | +5.2% | +14.3% |
| 3M | +14.3% | -11.4% | +25.8% | +14.5% |
| 6M | +17.0% | +31.2% | -14.2% | +11.5% |
| YTD | +47.4% | +39.7% | +7.7% | +38.4% |
| 1Y | +52.4% | +149.0% | -96.6% | +30.4% |
| 3Y | +20.8% | +560.2% | -539.4% | -13.4% |
| All | +20.8% | +565.9% | -545.1% | -13.4% |
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 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