+349.1%
CMI vs SEI
+647.2%
-298.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -2.3% |
| 7D | +0.7% | +28.2% | -27.5% | -4.2% |
| 30D | -12.3% | +15.5% | -27.8% | -15.0% |
| 3M | -16.8% | -1.4% | -15.4% | -17.6% |
| 6M | +1.5% | +37.4% | -35.9% | -5.9% |
| YTD | +9.8% | +47.8% | -38.0% | -0.1% |
| 1Y | +42.6% | +174.3% | -131.7% | +14.7% |
| 3Y | +151.0% | +598.5% | -447.5% | +51.6% |
| 5Y | +167.0% | +1,026.2% | -859.2% | +35.8% |
| All | +349.1% | +647.2% | -298.1% | +120.9% |
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