+283.0%
COP vs SEI
+507.3%
-224.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -2.0% |
| 7D | +3.0% | +10.2% | -7.2% | +0.2% |
| 30D | +17.5% | -1.0% | +18.5% | +17.1% |
| 3M | +13.4% | -27.9% | +41.3% | +20.0% |
| 6M | +17.7% | +10.4% | +7.3% | +7.4% |
| YTD | +46.6% | +20.1% | +26.4% | +27.6% |
| 1Y | +44.6% | +109.7% | -65.1% | +0.8% |
| 3Y | +20.7% | +458.6% | -437.9% | -54.7% |
| 5Y | +185.0% | +775.3% | -590.2% | -20.3% |
| All | +283.0% | +507.3% | -224.3% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling