+224.3%
CTVA vs SEI
+447.0%
-222.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +16.3% | -18.5% | -4.2% |
| 7D | -2.1% | +28.8% | -30.9% | -5.4% |
| 30D | +12.0% | +10.4% | +1.7% | +10.1% |
| 3M | +13.5% | -11.4% | +24.9% | +13.6% |
| 6M | +12.1% | +31.2% | -19.1% | +5.2% |
| YTD | +29.0% | +39.7% | -10.7% | +18.9% |
| 1Y | +18.9% | +149.0% | -130.1% | -2.0% |
| 3Y | +78.9% | +560.2% | -481.3% | +7.3% |
| 5Y | +105.2% | +955.7% | -850.4% | +1.2% |
| All | +224.3% | +447.0% | -222.7% | +61.2% |
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 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