+654.3%
SEI vs CASY
+558.1%
+96.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | +27.6% | +2.5% | +25.1% | +26.7% |
| 30D | -17.1% | +10.2% | -27.3% | -19.9% |
| 3M | +4.6% | -15.7% | +20.3% | +9.0% |
| 6M | -15.1% | -18.4% | +3.3% | -11.8% |
| YTD | +41.2% | +28.3% | +12.9% | +23.6% |
| 1Y | +37.5% | +32.6% | +5.0% | +18.4% |
| 3Y | +693.7% | +159.5% | +534.1% | +397.9% |
| 5Y | +901.7% | +263.9% | +637.8% | +428.8% |
| All | +654.3% | +558.1% | +96.3% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling