+241.0%
CME vs SEI
+507.3%
-266.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.4% |
| 7D | -1.6% | +10.2% | -11.8% | -1.9% |
| 30D | +6.2% | -1.0% | +7.3% | +6.2% |
| 3M | +10.4% | -27.9% | +38.3% | +11.4% |
| 6M | -9.5% | +10.4% | -19.9% | -10.8% |
| YTD | +6.0% | +20.1% | -14.1% | +3.7% |
| 1Y | +9.3% | +109.7% | -100.5% | +2.8% |
| 3Y | +57.7% | +458.6% | -401.0% | +30.0% |
| 5Y | +77.7% | +775.3% | -697.6% | +33.5% |
| All | +241.0% | +507.3% | -266.3% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling