-63.1%
CSGP vs SEI
+785.5%
-848.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.9% |
| 7D | -3.2% | -10.8% | +7.7% | -3.1% |
| 30D | +2.2% | -19.0% | +21.2% | +2.4% |
| 3M | -3.7% | +5.8% | -9.4% | -4.3% |
| 6M | -7.4% | -14.9% | +7.4% | -7.8% |
| YTD | -54.9% | +35.4% | -90.3% | -56.6% |
| 1Y | -54.9% | +23.9% | -78.8% | -56.5% |
| 3Y | -61.9% | +661.3% | -723.2% | -70.6% |
| 5Y | -63.1% | +822.2% | -885.3% | -71.2% |
| All | -63.1% | +785.5% | -848.6% | -71.2% |
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