+716.2%
CTAS vs SEI
+605.9%
+110.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.2% |
| 7D | +2.0% | +10.5% | -8.5% | +1.1% |
| 30D | +8.7% | -8.0% | +16.7% | +8.7% |
| 3M | +13.3% | +6.7% | +6.5% | +11.1% |
| 6M | +39.4% | -17.0% | +56.4% | +38.5% |
| YTD | +21.5% | +39.7% | -18.2% | +12.6% |
| 1Y | +21.9% | +43.2% | -21.3% | +12.2% |
| 3Y | +73.6% | +676.3% | -602.7% | +14.8% |
| 5Y | +116.2% | +891.0% | -774.8% | +28.2% |
| All | +716.2% | +605.9% | +110.3% | +354.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling