+648.8%
SEI vs CNI
+96.3%
+552.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.8% |
| 7D | +20.7% | -1.1% | +21.8% | +21.7% |
| 30D | +9.1% | -3.5% | +12.7% | +11.9% |
| 3M | -6.0% | +2.2% | -8.2% | -9.3% |
| 6M | +18.9% | +15.1% | +3.8% | +3.1% |
| YTD | +40.1% | +24.7% | +15.4% | +12.5% |
| 1Y | +120.6% | +33.4% | +87.3% | +66.2% |
| 3Y | +562.1% | +19.5% | +542.6% | +440.8% |
| 5Y | +954.5% | +12.6% | +941.9% | +784.2% |
| All | +648.8% | +96.3% | +552.5% | +292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling