+109.7%
SEI vs CLBK
+73.3%
+36.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +10.2% | +1.2% | +9.0% | +10.1% |
| 30D | -1.0% | +9.1% | -10.2% | -1.7% |
| 3M | -27.9% | +27.7% | -55.6% | -29.7% |
| 6M | +10.4% | +40.8% | -30.4% | +5.7% |
| YTD | +20.1% | +66.4% | -46.2% | +10.6% |
| 1Y | +109.7% | +72.4% | +37.4% | +100.6% |
| All | +109.7% | +73.3% | +36.4% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling