+221.3%
CSX vs SEI
+539.1%
-317.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +14.3% | -17.6% | -5.0% |
| 7D | -5.5% | -18.3% | +12.8% | -3.8% |
| 30D | +4.9% | -24.4% | +29.4% | +7.2% |
| 3M | -2.9% | +1.5% | -4.4% | -5.0% |
| 6M | +8.3% | -25.1% | +33.5% | +8.8% |
| YTD | +36.7% | +26.4% | +10.3% | +26.2% |
| 1Y | +41.5% | +8.9% | +32.6% | +32.6% |
| 3Y | +68.6% | +586.7% | -518.0% | +5.3% |
| 5Y | +48.4% | +717.9% | -669.5% | -16.1% |
| All | +221.3% | +539.1% | -317.8% | +72.6% |
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