+228.1%
CP vs SEI
+584.5%
-356.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +2.8% | -10.8% | +13.6% | +3.6% |
| 30D | +11.0% | -19.0% | +30.1% | +12.5% |
| 3M | +3.8% | +5.8% | -1.9% | +1.3% |
| 6M | +9.5% | -14.9% | +24.4% | +8.3% |
| YTD | +28.2% | +35.4% | -7.2% | +17.7% |
| 1Y | +33.0% | +23.9% | +9.1% | +23.0% |
| 3Y | +35.5% | +661.3% | -625.7% | -14.7% |
| 5Y | +25.8% | +822.2% | -796.4% | -27.9% |
| All | +228.1% | +584.5% | -356.4% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling