+593.8%
SEI vs CPB
-40.6%
+634.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +6.0% |
| 7D | +28.2% | -8.0% | +36.2% | +23.7% |
| 30D | +15.5% | -2.4% | +17.9% | +14.6% |
| 3M | -1.4% | +0.5% | -1.9% | +0.3% |
| 6M | +37.4% | -10.5% | +47.9% | +35.8% |
| YTD | +47.8% | -17.5% | +65.3% | +44.0% |
| 1Y | +174.3% | -31.0% | +205.3% | +157.5% |
| All | +593.8% | -40.6% | +634.5% | +528.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling