+103.4%
CMS vs SEI
+584.5%
-481.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +0.5% | -10.8% | +11.3% | +0.7% |
| 30D | +7.4% | -19.0% | +26.4% | +7.7% |
| 3M | +1.9% | +5.8% | -3.9% | +1.4% |
| 6M | -2.3% | -14.9% | +12.6% | -2.5% |
| YTD | +3.0% | +35.4% | -32.5% | +1.1% |
| 1Y | -2.8% | +23.9% | -26.7% | -4.4% |
| 3Y | +37.9% | +661.3% | -623.4% | +20.9% |
| 5Y | +34.0% | +822.2% | -788.3% | +14.2% |
| All | +103.4% | +584.5% | -481.1% | +62.0% |
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