-58.4%
CSGP vs SEI
+482.3%
-540.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -12.3% | +10.7% | -2.0% |
| 7D | +13.9% | -26.9% | +40.8% | +13.0% |
| 30D | +16.0% | -36.6% | +52.6% | +15.2% |
| 3M | +6.1% | -8.9% | +14.9% | +5.4% |
| 6M | -8.2% | -33.0% | +24.8% | -8.6% |
| YTD | -52.3% | +10.6% | -63.0% | -53.8% |
| 1Y | -54.5% | -4.7% | -49.8% | -55.6% |
| All | -58.4% | +482.3% | -540.7% | -65.6% |
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