+676.3%
SEI vs CPB
-35.1%
+711.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.2% | +0.8% |
| 7D | +10.5% | -1.6% | +12.0% | +9.6% |
| 30D | -8.0% | +19.2% | -27.2% | +3.3% |
| 3M | +6.7% | -0.9% | +7.7% | +10.9% |
| 6M | -17.0% | +15.2% | -32.3% | -6.6% |
| YTD | +39.7% | -13.1% | +52.7% | +44.5% |
| 1Y | +43.2% | -22.4% | +65.6% | +43.0% |
| 3Y | +676.3% | -35.3% | +711.6% | +634.1% |
| All | +676.3% | -35.1% | +711.4% | +634.1% |
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