-3.1%
CMG vs SEI
+999.8%
-1,002.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | 0.0% |
| 7D | -2.1% | +22.6% | -24.6% | -2.9% |
| 30D | +10.9% | +9.1% | +1.8% | +10.4% |
| 3M | +15.8% | -11.3% | +27.2% | +15.6% |
| 6M | +6.9% | +22.0% | -15.1% | +4.8% |
| YTD | -2.2% | +47.3% | -49.4% | -5.2% |
| 1Y | -7.1% | +124.8% | -131.8% | -12.4% |
| 3Y | -7.1% | +591.3% | -598.4% | -21.4% |
| All | -3.1% | +999.8% | -1,002.9% | -21.7% |
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