+542.0%
SEI vs CASY
+603.5%
-61.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | +10.2% | +0.1% | +10.2% | +10.1% |
| 30D | -1.0% | -11.3% | +10.3% | +2.9% |
| 3M | -27.9% | -0.6% | -27.3% | -29.2% |
| 6M | +10.4% | +10.7% | -0.3% | +4.0% |
| YTD | +20.1% | +37.1% | -17.0% | +4.4% |
| 1Y | +109.7% | +52.3% | +57.4% | +73.6% |
| 3Y | +458.6% | +215.2% | +243.4% | +227.6% |
| 5Y | +775.3% | +276.5% | +498.8% | +366.0% |
| All | +542.0% | +603.5% | -61.5% | +178.8% |
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