+214.4%
CP vs SEI
+647.2%
-432.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -1.8% |
| 7D | +0.6% | +28.2% | -27.6% | -2.5% |
| 30D | -0.5% | +15.5% | -16.0% | -2.6% |
| 3M | +0.1% | -1.4% | +1.4% | -1.1% |
| 6M | +7.8% | +37.4% | -29.6% | +1.2% |
| YTD | +22.9% | +47.8% | -25.0% | +13.2% |
| 1Y | +21.3% | +174.3% | -153.0% | +1.0% |
| 3Y | +20.4% | +598.5% | -578.1% | -21.8% |
| 5Y | +34.9% | +1,026.2% | -991.3% | -24.4% |
| All | +214.4% | +647.2% | -432.8% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling