+648.8%
SEI vs CPB
-49.3%
+698.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.3% | -0.9% | -5.4% |
| 7D | +20.7% | -5.4% | +26.0% | +20.3% |
| 30D | +9.1% | -7.8% | +17.0% | +8.7% |
| 3M | -6.0% | -6.9% | +0.9% | -6.1% |
| 6M | +18.9% | -12.2% | +31.1% | +19.0% |
| YTD | +40.1% | -21.1% | +61.2% | +40.7% |
| 1Y | +120.6% | -33.5% | +154.1% | +123.1% |
| 3Y | +562.1% | -43.2% | +605.3% | +569.9% |
| 5Y | +954.5% | -40.9% | +995.4% | +954.0% |
| All | +648.8% | -49.3% | +698.0% | +671.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling