+34.6%
CP vs SEI
+18.6%
+16.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -16.9% | +20.4% | +3.1% |
| 7D | +5.6% | -16.4% | +22.0% | +5.2% |
| 30D | +10.0% | -22.9% | +32.9% | +9.6% |
| 3M | +4.4% | -0.3% | +4.7% | +4.2% |
| 6M | +14.1% | -22.3% | +36.4% | +14.5% |
| YTD | +29.1% | +26.2% | +2.9% | +26.4% |
| 1Y | +34.6% | +8.2% | +26.3% | +32.5% |
| All | +34.6% | +18.6% | +16.0% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling