+194.4%
CVX vs SEI
+507.3%
-312.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.4% | -4.7% | -2.0% |
| 7D | +3.3% | +10.2% | -6.9% | +1.3% |
| 30D | +12.9% | -1.0% | +13.9% | +12.6% |
| 3M | +11.7% | -27.9% | +39.6% | +16.6% |
| 6M | +14.1% | +10.4% | +3.8% | +6.8% |
| YTD | +40.7% | +20.1% | +20.5% | +27.3% |
| 1Y | +37.5% | +109.7% | -72.2% | +5.7% |
| 3Y | +43.9% | +458.6% | -414.7% | -30.0% |
| 5Y | +161.5% | +775.3% | -613.8% | +1.4% |
| All | +194.4% | +507.3% | -312.9% | +10.8% |
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