+134.9%
SEI vs CAI
-9.9%
+144.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.8% | +5.0% |
| 7D | +22.6% | -2.9% | +25.5% | +22.9% |
| 30D | +9.1% | +9.3% | -0.3% | +7.7% |
| 3M | -11.3% | +35.2% | -46.6% | -15.5% |
| 6M | +22.0% | +30.7% | -8.7% | +15.7% |
| YTD | +47.3% | -9.8% | +57.1% | +47.3% |
| 1Y | +124.8% | -28.9% | +153.6% | +126.1% |
| All | +134.9% | -9.9% | +144.8% | +137.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling