+35.3%
CMS vs SEI
+787.5%
-752.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.4% | -7.8% | +0.6% |
| 7D | -0.9% | -4.3% | +3.4% | -0.9% |
| 30D | +7.1% | -18.0% | +25.1% | +7.1% |
| 3M | -1.3% | +8.2% | -9.5% | -1.3% |
| 6M | -2.7% | -13.9% | +11.2% | -2.6% |
| YTD | +2.6% | +37.0% | -34.4% | +2.2% |
| 1Y | -2.0% | +24.5% | -26.5% | -2.3% |
| 3Y | +39.6% | +681.1% | -641.4% | +29.0% |
| 5Y | +35.3% | +787.5% | -752.1% | +28.5% |
| All | +35.3% | +787.5% | -752.1% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling