+124.8%
SEI vs CAI
-26.7%
+151.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.8% | +4.9% |
| 7D | +22.6% | -2.9% | +25.5% | +23.0% |
| 30D | +9.1% | +9.3% | -0.3% | +7.3% |
| 3M | -11.3% | +35.2% | -46.6% | -16.7% |
| 6M | +22.0% | +30.7% | -8.7% | +13.6% |
| YTD | +47.3% | -9.8% | +57.1% | +52.8% |
| 1Y | +124.8% | -28.9% | +153.6% | +154.4% |
| All | +124.8% | -26.7% | +151.5% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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