+686.9%
SEI vs CGNX
+53.1%
+633.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.0% | +3.3% |
| 7D | +22.6% | +3.2% | +19.4% | +21.0% |
| 30D | +9.1% | +6.0% | +3.1% | +6.5% |
| 3M | -11.3% | +3.5% | -14.9% | -12.2% |
| 6M | +22.0% | +26.3% | -4.3% | +11.5% |
| YTD | +47.3% | +79.2% | -32.0% | +12.3% |
| 1Y | +124.8% | +43.8% | +81.0% | +87.9% |
| 3Y | +591.3% | +52.0% | +539.3% | +433.8% |
| 5Y | +1,008.2% | -24.0% | +1,032.3% | +1,002.5% |
| All | +686.9% | +53.1% | +633.8% | +447.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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