+31.5%
CP vs SEI
+924.7%
-893.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +16.3% | -16.8% | -1.7% |
| 7D | +2.4% | +28.8% | -26.4% | +0.5% |
| 30D | -0.5% | +10.4% | -10.9% | -1.4% |
| 3M | +1.4% | -11.4% | +12.8% | +1.6% |
| 6M | +10.3% | +31.2% | -20.9% | +6.4% |
| YTD | +24.3% | +39.7% | -15.4% | +18.5% |
| 1Y | +20.4% | +149.0% | -128.5% | +7.6% |
| 3Y | +21.8% | +560.2% | -538.4% | -9.1% |
| 5Y | +31.5% | +955.7% | -924.2% | -12.2% |
| All | +31.5% | +924.7% | -893.2% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling