+223.2%
CSX vs SEI
+507.3%
-284.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.6% | +0.4% |
| 7D | -3.4% | +10.2% | -13.6% | -4.6% |
| 30D | -3.1% | -1.0% | -2.1% | -3.2% |
| 3M | +7.2% | -27.9% | +35.1% | +10.3% |
| 6M | +16.2% | +10.4% | +5.8% | +12.1% |
| YTD | +37.5% | +20.1% | +17.4% | +30.1% |
| 1Y | +53.2% | +109.7% | -56.5% | +31.8% |
| 3Y | +68.2% | +458.6% | -390.4% | +10.7% |
| 5Y | +65.2% | +775.3% | -710.1% | -7.2% |
| All | +223.2% | +507.3% | -284.1% | +77.9% |
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