+32.0%
CTVA vs SEI
+18.6%
+13.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -16.9% | +20.1% | +2.5% |
| 7D | +8.2% | -16.4% | +24.6% | +7.5% |
| 30D | -1.0% | -22.9% | +21.8% | -1.6% |
| 3M | +4.6% | -0.3% | +4.9% | +5.0% |
| 6M | +0.5% | -22.3% | +22.8% | +1.4% |
| YTD | +22.7% | +26.2% | -3.4% | +24.2% |
| 1Y | +32.0% | +8.2% | +23.8% | +33.4% |
| All | +32.0% | +18.6% | +13.4% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling