+53.5%
CME vs SEI
+565.9%
-512.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +16.3% | -17.4% | -0.4% |
| 7D | -2.9% | +28.8% | -31.7% | -1.8% |
| 30D | +5.5% | +10.4% | -4.8% | +6.1% |
| 3M | +11.0% | -11.4% | +22.4% | +11.0% |
| 6M | -9.7% | +31.2% | -40.9% | -8.5% |
| YTD | +4.9% | +39.7% | -34.9% | +6.6% |
| 1Y | +10.1% | +149.0% | -138.9% | +13.3% |
| 3Y | +53.5% | +560.2% | -506.7% | +64.5% |
| All | +53.5% | +565.9% | -512.4% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling