-63.2%
CSGP vs SEI
+706.3%
-769.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +14.3% | -19.0% | -4.7% |
| 7D | +1.3% | -18.3% | +19.5% | +1.4% |
| 30D | +10.7% | -24.4% | +35.1% | +10.9% |
| 3M | +3.3% | +1.5% | +1.7% | +2.6% |
| 6M | -10.3% | -25.1% | +14.8% | -10.3% |
| YTD | -54.6% | +26.4% | -81.0% | -56.3% |
| 1Y | -54.6% | +8.9% | -63.6% | -56.1% |
| 3Y | -60.3% | +586.7% | -647.0% | -69.3% |
| All | -63.2% | +706.3% | -769.6% | -70.8% |
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 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