+27.1%
CSGP vs SEI
+459.2%
-432.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -12.3% | +10.7% | -1.0% |
| 7D | +13.9% | -26.9% | +40.8% | +15.4% |
| 30D | +16.0% | -36.6% | +52.6% | +18.1% |
| 3M | +6.1% | -8.9% | +14.9% | +5.1% |
| 6M | -8.2% | -33.0% | +24.8% | -7.9% |
| YTD | -52.3% | +10.6% | -63.0% | -54.8% |
| 1Y | -54.5% | -4.7% | -49.8% | -56.4% |
| 3Y | -58.6% | +487.9% | -546.5% | -69.7% |
| 5Y | -61.5% | +615.7% | -677.2% | -73.5% |
| All | +27.1% | +459.2% | -432.1% | -15.6% |
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