+495.8%
COST vs SEI
+647.2%
-151.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.0% |
| 7D | -2.8% | +28.2% | -31.0% | -3.5% |
| 30D | -5.3% | +15.5% | -20.7% | -5.7% |
| 3M | -6.7% | -1.4% | -5.3% | -6.9% |
| 6M | -9.9% | +37.4% | -47.4% | -11.5% |
| YTD | +5.1% | +47.8% | -42.7% | +2.8% |
| 1Y | -7.3% | +174.3% | -181.6% | -12.0% |
| 3Y | +70.4% | +598.5% | -528.1% | +50.4% |
| 5Y | +104.4% | +1,026.2% | -921.8% | +72.6% |
| All | +495.8% | +647.2% | -151.4% | +404.5% |
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