-11.3%
CTSH vs SEI
+565.9%
-577.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +16.3% | -20.1% | -3.5% |
| 7D | -5.5% | +28.8% | -34.3% | -5.0% |
| 30D | +4.5% | +10.4% | -5.8% | +4.7% |
| 3M | +13.7% | -11.4% | +25.2% | +14.4% |
| 6M | -8.4% | +31.2% | -39.6% | -9.7% |
| YTD | -26.5% | +39.7% | -66.2% | -28.1% |
| 1Y | -13.9% | +149.0% | -162.9% | -18.9% |
| 3Y | -11.3% | +560.2% | -571.5% | -27.0% |
| All | -11.3% | +565.9% | -577.2% | -27.0% |
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 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