+190.1%
COP vs SEI
+960.1%
-769.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +16.3% | -15.7% | -2.1% |
| 7D | -0.8% | +28.8% | -29.7% | -5.2% |
| 30D | +15.6% | +10.4% | +5.2% | +13.1% |
| 3M | +14.3% | -11.4% | +25.8% | +14.4% |
| 6M | +17.0% | +31.2% | -14.2% | +7.1% |
| YTD | +47.4% | +39.7% | +7.7% | +31.4% |
| 1Y | +52.4% | +149.0% | -96.6% | +16.3% |
| 3Y | +20.8% | +560.2% | -539.4% | -42.2% |
| All | +190.1% | +960.1% | -769.9% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling