+48.2%
CSX vs SEI
+706.3%
-658.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +14.3% | -17.6% | -4.2% |
| 7D | -5.5% | -18.3% | +12.8% | -4.7% |
| 30D | +4.9% | -24.4% | +29.4% | +6.1% |
| 3M | -2.9% | +1.5% | -4.4% | -4.0% |
| 6M | +8.3% | -25.1% | +33.5% | +8.7% |
| YTD | +36.7% | +26.4% | +10.3% | +30.7% |
| 1Y | +41.5% | +8.9% | +32.6% | +36.5% |
| 3Y | +68.6% | +586.7% | -518.0% | +27.6% |
| All | +48.2% | +706.3% | -658.1% | +9.8% |
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