+180.9%
COR vs SEI
+1,021.5%
-840.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.4% |
| 7D | -3.9% | +28.2% | -32.1% | -3.6% |
| 30D | -0.3% | +15.5% | -15.8% | -0.2% |
| 3M | +15.9% | -1.4% | +17.2% | +16.1% |
| 6M | -10.3% | +37.4% | -47.7% | -10.4% |
| YTD | -3.7% | +47.8% | -51.5% | -3.8% |
| 1Y | +9.1% | +174.3% | -165.2% | +8.6% |
| 3Y | +86.6% | +598.5% | -511.9% | +74.6% |
| 5Y | +180.9% | +1,026.2% | -845.3% | +143.3% |
| All | +180.9% | +1,021.5% | -840.6% | +143.3% |
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