+76.1%
CME vs SEI
+1,021.5%
-945.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -0.7% |
| 7D | -0.6% | +28.2% | -28.9% | -0.1% |
| 30D | +4.7% | +15.5% | -10.8% | +5.1% |
| 3M | +7.8% | -1.4% | +9.2% | +8.1% |
| 6M | -11.0% | +37.4% | -48.4% | -10.5% |
| YTD | +4.0% | +47.8% | -43.8% | +4.6% |
| 1Y | +9.1% | +174.3% | -165.2% | +9.6% |
| 3Y | +52.3% | +598.5% | -546.2% | +48.5% |
| 5Y | +76.1% | +1,026.2% | -950.1% | +66.8% |
| All | +76.1% | +1,021.5% | -945.5% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling