+109.6%
CTAS vs SEI
+1,021.5%
-912.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.3% |
| 7D | +1.0% | +28.2% | -27.3% | +0.5% |
| 30D | -1.1% | +15.5% | -16.5% | -1.4% |
| 3M | +11.5% | -1.4% | +12.9% | +11.4% |
| 6M | +0.2% | +37.4% | -37.3% | -1.6% |
| YTD | +7.2% | +47.8% | -40.6% | +4.6% |
| 1Y | 0.0% | +174.3% | -174.3% | -6.1% |
| 3Y | +65.9% | +598.5% | -532.6% | +41.8% |
| 5Y | +109.6% | +1,026.2% | -916.6% | +74.6% |
| All | +109.6% | +1,021.5% | -912.0% | +74.6% |
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 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