+68.5%
COST vs SEI
+594.6%
-526.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | +0.3% |
| 7D | -1.2% | +22.6% | -23.8% | -1.1% |
| 30D | -4.7% | +9.1% | -13.8% | -4.7% |
| 3M | -7.1% | -11.3% | +4.2% | -6.9% |
| 6M | -8.5% | +22.0% | -30.6% | -8.7% |
| YTD | +5.4% | +47.3% | -41.9% | +4.9% |
| 1Y | -5.6% | +124.8% | -130.4% | -6.8% |
| 3Y | +68.5% | +591.3% | -522.8% | +69.1% |
| All | +68.5% | +594.6% | -526.1% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling