+1,026.2%
SEI vs CPB
-38.1%
+1,064.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.9% |
| 7D | +28.2% | -8.0% | +36.2% | +25.7% |
| 30D | +15.5% | -2.4% | +17.9% | +15.0% |
| 3M | -1.4% | +0.5% | -1.9% | -0.5% |
| 6M | +37.4% | -10.5% | +47.9% | +37.2% |
| YTD | +47.8% | -17.5% | +65.3% | +47.0% |
| 1Y | +174.3% | -31.0% | +205.3% | +170.3% |
| 3Y | +598.5% | -40.6% | +639.1% | +577.6% |
| 5Y | +1,026.2% | -37.7% | +1,063.9% | +912.9% |
| All | +1,026.2% | -38.1% | +1,064.3% | +912.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling