+16.5%
CME vs SEI
+35.9%
-19.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.7% |
| 7D | +3.9% | +10.5% | -6.5% | +4.9% |
| 30D | +11.3% | -8.0% | +19.4% | +11.1% |
| 3M | +19.6% | +6.7% | +12.8% | +21.7% |
| 6M | +8.1% | -17.0% | +25.1% | +8.4% |
| YTD | +20.4% | +39.7% | -19.3% | +25.7% |
| 1Y | +16.5% | +43.2% | -26.7% | +22.5% |
| All | +16.5% | +35.9% | -19.4% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 1y: compounded portfolio wealth divided by compounded SEI 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…
1y analysis · Full analysis span regression · 6 months rolling