+621.6%
CTAS vs SEI
+507.3%
+114.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.6% |
| 7D | -1.8% | +10.2% | -12.1% | -2.7% |
| 30D | -0.2% | -1.0% | +0.8% | -0.3% |
| 3M | +11.7% | -27.9% | +39.6% | +13.9% |
| 6M | +0.7% | +10.4% | -9.7% | -2.6% |
| YTD | +7.4% | +20.1% | -12.7% | +2.1% |
| 1Y | -2.1% | +109.7% | -111.8% | -14.1% |
| 3Y | +62.9% | +458.6% | -395.7% | +13.6% |
| 5Y | +111.9% | +775.3% | -663.4% | +27.5% |
| All | +621.6% | +507.3% | +114.3% | +312.0% |
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