+438.0%
COR vs SEI
+605.9%
-167.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.0% | +3.0% |
| 7D | +7.8% | +10.5% | -2.6% | +7.4% |
| 30D | +7.0% | -8.0% | +15.0% | +7.0% |
| 3M | +16.3% | +6.7% | +9.5% | +15.1% |
| 6M | +41.3% | -17.0% | +58.3% | +41.0% |
| YTD | +7.1% | +39.7% | -32.5% | +3.0% |
| 1Y | -0.8% | +43.2% | -44.0% | -5.1% |
| 3Y | +85.0% | +676.3% | -591.4% | +42.0% |
| 5Y | +203.9% | +891.0% | -687.2% | +115.9% |
| All | +438.0% | +605.9% | -167.9% | +275.7% |
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