+268.2%
CMG vs SEI
+647.2%
-379.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.3% | -2.9% |
| 7D | -6.5% | +28.2% | -34.7% | -8.2% |
| 30D | +12.1% | +15.5% | -3.4% | +10.7% |
| 3M | +20.6% | -1.4% | +22.0% | +19.7% |
| 6M | +2.1% | +37.4% | -35.3% | -1.8% |
| YTD | -2.6% | +47.8% | -50.4% | -7.3% |
| 1Y | -8.7% | +174.3% | -183.0% | -18.1% |
| 3Y | -7.4% | +598.5% | -605.9% | -28.5% |
| 5Y | -5.7% | +1,026.2% | -1,031.9% | -33.4% |
| All | +268.2% | +647.2% | -379.0% | +144.3% |
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