+368.6%
SEI vs CLBK
+66.9%
+301.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.6% | +16.9% | +16.7% |
| 7D | +28.8% | +1.1% | +27.7% | +27.9% |
| 30D | +10.4% | +7.8% | +2.6% | +5.4% |
| 3M | -11.4% | +23.9% | -35.3% | -23.2% |
| 6M | +31.2% | +42.3% | -11.1% | +3.8% |
| YTD | +39.7% | +65.4% | -25.7% | -0.5% |
| 1Y | +149.0% | +70.3% | +78.6% | +72.1% |
| 3Y | +560.2% | +54.5% | +505.7% | +370.8% |
| 5Y | +955.7% | +43.1% | +912.6% | +596.6% |
| All | +368.6% | +66.9% | +301.7% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling