+954.7%
SEI vs CNI
+12.6%
+942.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.6% |
| 7D | +22.6% | -0.4% | +23.0% | +22.9% |
| 30D | +9.1% | -2.7% | +11.8% | +10.7% |
| 3M | -11.3% | +3.9% | -15.3% | -14.8% |
| 6M | +22.0% | +16.4% | +5.7% | +7.6% |
| YTD | +47.3% | +25.8% | +21.5% | +21.7% |
| 1Y | +124.8% | +32.4% | +92.4% | +77.9% |
| 3Y | +591.3% | +19.1% | +572.2% | +487.0% |
| All | +954.7% | +12.6% | +942.1% | +808.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling