+35.2%
CMS vs SEI
+565.9%
-530.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +16.3% | -15.8% | +0.7% |
| 7D | +1.2% | +28.8% | -27.6% | +1.6% |
| 30D | -3.2% | +10.4% | -13.5% | -3.0% |
| 3M | -2.2% | -11.4% | +9.2% | -2.1% |
| 6M | -9.4% | +31.2% | -40.6% | -9.1% |
| YTD | +0.7% | +39.7% | -39.0% | +1.2% |
| 1Y | +0.4% | +149.0% | -148.6% | +1.1% |
| 3Y | +35.2% | +560.2% | -525.0% | +31.2% |
| All | +35.2% | +565.9% | -530.7% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling