+648.8%
SEI vs CASY
+484.0%
+164.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.1% |
| 7D | +20.7% | -17.2% | +37.9% | +27.0% |
| 30D | +9.1% | -24.4% | +33.5% | +18.3% |
| 3M | -6.0% | -31.4% | +25.4% | +4.8% |
| 6M | +18.9% | -8.9% | +27.8% | +18.1% |
| YTD | +40.1% | +13.8% | +26.3% | +28.0% |
| 1Y | +120.6% | +17.0% | +103.7% | +98.3% |
| 3Y | +562.1% | +163.1% | +399.0% | +307.2% |
| 5Y | +954.5% | +239.0% | +715.5% | +468.2% |
| All | +648.8% | +484.0% | +164.8% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling