+8.2%
SEI vs CPB
-18.4%
+26.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +5.9% | -22.8% | -12.0% |
| 7D | -16.4% | +13.0% | -29.4% | -6.9% |
| 30D | -22.9% | +20.5% | -43.4% | -8.1% |
| 3M | -0.3% | +2.2% | -2.5% | +8.1% |
| 6M | -22.3% | +15.4% | -37.7% | -7.7% |
| YTD | +26.2% | -12.3% | +38.5% | +36.3% |
| 1Y | +8.2% | -18.0% | +26.2% | +13.3% |
| All | +8.2% | -18.4% | +26.7% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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