+394.0%
SEI vs CLBK
+65.5%
+328.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | +22.6% | -1.5% | +24.0% | +23.5% |
| 30D | +9.1% | -1.0% | +10.1% | +9.7% |
| 3M | -11.3% | +22.9% | -34.3% | -22.7% |
| 6M | +22.0% | +44.2% | -22.2% | -4.3% |
| YTD | +47.3% | +64.0% | -16.7% | +5.4% |
| 1Y | +124.8% | +65.7% | +59.1% | +58.3% |
| 3Y | +591.3% | +54.1% | +537.2% | +393.2% |
| 5Y | +1,008.2% | +44.7% | +963.5% | +620.6% |
| All | +394.0% | +65.5% | +328.5% | +188.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling