+73.6%
CTAS vs SEI
+684.3%
-610.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.3% |
| 7D | +2.0% | +10.5% | -8.5% | +2.1% |
| 30D | +8.7% | -8.0% | +16.7% | +8.7% |
| 3M | +13.3% | +6.7% | +6.5% | +13.3% |
| 6M | +39.4% | -17.0% | +56.4% | +39.9% |
| YTD | +21.5% | +39.7% | -18.2% | +19.7% |
| 1Y | +21.9% | +43.2% | -21.3% | +19.9% |
| 3Y | +73.6% | +676.3% | -602.7% | +55.2% |
| All | +73.6% | +684.3% | -610.6% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling