+305.8%
COP vs SEI
+605.9%
-300.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | +4.4% | +10.5% | -6.0% | +1.6% |
| 30D | 0.0% | -8.0% | +8.0% | +0.2% |
| 3M | +15.0% | +6.7% | +8.3% | +8.6% |
| 6M | +22.0% | -17.0% | +39.0% | +19.7% |
| YTD | +55.3% | +39.7% | +15.7% | +25.4% |
| 1Y | +64.1% | +43.2% | +21.0% | +29.8% |
| 3Y | +34.1% | +676.3% | -642.3% | -56.8% |
| 5Y | +133.4% | +891.0% | -757.6% | -38.3% |
| All | +305.8% | +605.9% | -300.1% | +6.0% |
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