[en] We have calculated static dipole polarizabilities for small cadmium selenide clusters relying on finite-field Moller-Plesset perturbation theory and coupled cluster calculations. In addition to the conventional ab intio methods we have also used easily accessible density functional theory (DFT) based approximations. To avoid systematic errors, we have employed two sequences of purpose-oriented basis sets built upon drastically different substrates. Our findings reveal significant patterns in the performance of conventional ab intio and DFT methods. Of particular importance is the systematic divergence of the performance of the B3LYP and B3PW91 DFT methods: α-bar (B3LYP)>α-bar (B3PW91) and |Δα(B3LYP)|>|Δα(B3PW91)| for (CdSe)_n, 2=< n=<4