+18.7%
CP vs SEI
+597.1%
-578.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -1.5% |
| 7D | +0.6% | +28.2% | -27.6% | -0.7% |
| 30D | -0.5% | +15.5% | -16.0% | -1.4% |
| 3M | +0.1% | -1.4% | +1.4% | -0.3% |
| 6M | +7.8% | +37.4% | -29.6% | +4.7% |
| YTD | +22.9% | +47.8% | -25.0% | +18.1% |
| 1Y | +21.3% | +174.3% | -153.0% | +10.4% |
| All | +18.7% | +597.1% | -578.5% | -5.8% |
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