+17.3%
CSGP vs SEI
+647.2%
-629.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.3% | -2.9% |
| 7D | -5.4% | +28.2% | -33.6% | -7.0% |
| 30D | -6.0% | +15.5% | -21.5% | -7.2% |
| 3M | -12.8% | -1.4% | -11.5% | -13.7% |
| 6M | -38.9% | +37.4% | -76.3% | -41.6% |
| YTD | -56.0% | +47.8% | -103.8% | -58.5% |
| 1Y | -66.4% | +174.3% | -240.7% | -70.6% |
| 3Y | -64.2% | +598.5% | -662.7% | -73.6% |
| 5Y | -67.0% | +1,026.2% | -1,093.2% | -77.9% |
| All | +17.3% | +647.2% | -629.8% | -22.6% |
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 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