+75.1%
CME vs SEI
+864.7%
-789.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.5% | +2.3% |
| 7D | +2.5% | +12.4% | -10.0% | +2.8% |
| 30D | +13.9% | -18.3% | +32.2% | +13.6% |
| 3M | +22.4% | +10.4% | +11.9% | +23.0% |
| 6M | +12.9% | -12.9% | +25.8% | +13.2% |
| YTD | +19.6% | +41.8% | -22.2% | +20.5% |
| 1Y | +17.7% | +30.3% | -12.6% | +18.5% |
| 3Y | +65.3% | +697.3% | -632.0% | +60.1% |
| 5Y | +75.1% | +877.0% | -801.8% | +69.8% |
| All | +75.1% | +864.7% | -789.5% | +69.8% |
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