-14.8%
CTSH vs SEI
+924.7%
-939.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +16.3% | -20.1% | -4.1% |
| 7D | -5.5% | +28.8% | -34.3% | -6.0% |
| 30D | +4.5% | +10.4% | -5.8% | +4.2% |
| 3M | +13.7% | -11.4% | +25.2% | +14.1% |
| 6M | -8.4% | +31.2% | -39.6% | -11.0% |
| YTD | -26.5% | +39.7% | -66.2% | -29.3% |
| 1Y | -13.9% | +149.0% | -162.9% | -21.6% |
| 3Y | -11.3% | +560.2% | -571.5% | -31.5% |
| 5Y | -14.8% | +955.7% | -970.5% | -39.2% |
| All | -14.8% | +924.7% | -939.5% | -39.2% |
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 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