+380.9%
COR vs SEI
+644.4%
-263.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | 0.0% |
| 7D | -2.8% | +22.6% | -25.4% | -3.9% |
| 30D | +2.6% | +9.1% | -6.5% | +2.0% |
| 3M | +14.5% | -11.3% | +25.8% | +14.6% |
| 6M | -7.8% | +22.0% | -29.8% | -9.9% |
| YTD | -4.2% | +47.3% | -51.5% | -7.7% |
| 1Y | +7.0% | +124.8% | -117.8% | -0.3% |
| 3Y | +85.5% | +591.3% | -505.7% | +45.6% |
| 5Y | +181.2% | +1,008.2% | -827.0% | +98.3% |
| All | +380.9% | +644.4% | -263.5% | +236.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling