+2.1%
CMG vs SEI
+42.0%
-39.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.3% | -2.6% |
| 7D | -6.5% | +28.2% | -34.7% | -6.7% |
| 30D | +12.1% | +15.5% | -3.4% | +11.9% |
| 3M | +20.6% | -1.4% | +22.0% | +16.1% |
| 6M | +2.1% | +37.4% | -35.3% | -4.5% |
| All | +2.1% | +42.0% | -39.9% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling