+395.0%
COR vs SEI
+507.3%
-112.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.3% | -2.0% |
| 7D | +2.8% | +10.2% | -7.5% | +2.3% |
| 30D | +4.5% | -1.0% | +5.6% | +4.5% |
| 3M | +22.7% | -27.9% | +50.6% | +24.1% |
| 6M | -9.7% | +10.4% | -20.1% | -11.5% |
| YTD | -1.4% | +20.1% | -21.6% | -4.0% |
| 1Y | +13.9% | +109.7% | -95.8% | +6.2% |
| 3Y | +94.0% | +458.6% | -364.7% | +54.0% |
| 5Y | +184.0% | +775.3% | -591.3% | +103.3% |
| All | +395.0% | +507.3% | -112.3% | +250.3% |
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 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