+31.9%
CP vs SEI
+668.7%
-636.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.4% | -6.4% | +1.7% |
| 7D | +2.8% | -4.3% | +7.0% | +2.8% |
| 30D | +11.3% | -18.0% | +29.4% | +11.9% |
| 3M | +2.9% | +8.2% | -5.4% | +1.7% |
| 6M | +9.8% | -13.9% | +23.6% | +9.5% |
| YTD | +28.5% | +37.0% | -8.5% | +23.5% |
| 1Y | +33.5% | +24.5% | +9.0% | +28.8% |
| 3Y | +31.9% | +681.1% | -649.1% | +4.4% |
| All | +31.9% | +668.7% | -636.7% | +4.4% |
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