+170.6%
CVX vs SEI
+950.2%
-779.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +0.1% |
| 7D | +0.7% | +20.7% | -20.0% | -1.7% |
| 30D | +9.1% | +9.1% | 0.0% | +7.6% |
| 3M | +13.1% | -6.0% | +19.1% | +12.3% |
| 6M | +16.3% | +18.9% | -2.7% | +10.6% |
| YTD | +43.5% | +40.1% | +3.4% | +31.8% |
| 1Y | +40.2% | +120.6% | -80.5% | +17.5% |
| 3Y | +44.2% | +562.1% | -517.9% | -17.3% |
| 5Y | +170.6% | +954.5% | -783.8% | +28.1% |
| All | +170.6% | +950.2% | -779.5% | +28.1% |
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