+542.0%
SEI vs CPB
-48.2%
+590.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.4% | +6.8% | +3.3% |
| 7D | +10.2% | -8.6% | +18.8% | +9.8% |
| 30D | -1.0% | -7.2% | +6.2% | -1.3% |
| 3M | -27.9% | +0.9% | -28.8% | -27.9% |
| 6M | +10.4% | -11.8% | +22.2% | +10.6% |
| YTD | +20.1% | -19.4% | +39.6% | +20.7% |
| 1Y | +109.7% | -30.4% | +140.1% | +111.8% |
| 3Y | +458.6% | -40.2% | +498.8% | +463.2% |
| 5Y | +775.3% | -39.5% | +814.8% | +775.5% |
| All | +542.0% | -48.2% | +590.2% | +562.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling