+216.7%
CTVA vs SEI
+476.6%
-259.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.3% |
| 7D | -4.5% | +22.6% | -27.1% | -7.1% |
| 30D | +11.3% | +9.1% | +2.2% | +9.6% |
| 3M | +12.3% | -11.3% | +23.7% | +12.5% |
| 6M | +7.2% | +22.0% | -14.8% | +1.8% |
| YTD | +26.0% | +47.3% | -21.3% | +15.3% |
| 1Y | +16.0% | +124.8% | -108.7% | -2.4% |
| 3Y | +73.9% | +591.3% | -517.4% | +3.8% |
| 5Y | +103.8% | +1,008.2% | -904.4% | -0.2% |
| All | +216.7% | +476.6% | -259.9% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling