+97.1%
CMS vs SEI
+647.2%
-550.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -1.0% |
| 7D | +0.2% | +28.2% | -28.1% | -0.5% |
| 30D | -1.3% | +15.5% | -16.8% | -1.7% |
| 3M | -5.4% | -1.4% | -4.0% | -5.6% |
| 6M | -10.3% | +37.4% | -47.8% | -11.6% |
| YTD | -0.2% | +47.8% | -48.0% | -2.0% |
| 1Y | -0.9% | +174.3% | -175.2% | -5.0% |
| 3Y | +34.0% | +598.5% | -564.5% | +18.6% |
| 5Y | +23.6% | +1,026.2% | -1,002.7% | +4.5% |
| All | +97.1% | +647.2% | -550.1% | +57.1% |
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