+350.7%
CMI vs SEI
+644.4%
-293.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.3% |
| 7D | -0.7% | +22.6% | -23.3% | -4.7% |
| 30D | -12.4% | +9.1% | -21.5% | -14.2% |
| 3M | -14.8% | -11.3% | -3.4% | -14.0% |
| 6M | +0.8% | +22.0% | -21.2% | -4.6% |
| YTD | +10.2% | +47.3% | -37.1% | +0.3% |
| 1Y | +37.4% | +124.8% | -87.3% | +14.7% |
| 3Y | +153.3% | +591.3% | -438.0% | +53.3% |
| 5Y | +167.6% | +1,008.2% | -840.6% | +36.5% |
| All | +350.7% | +644.4% | -293.7% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling