+102.9%
CMS vs SEI
+616.9%
-514.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -5.0% | -0.3% |
| 7D | -1.1% | +12.4% | -13.5% | -1.4% |
| 30D | +6.6% | -18.3% | +24.8% | +6.9% |
| 3M | +0.8% | +10.4% | -9.6% | +0.2% |
| 6M | -3.3% | -12.9% | +9.6% | -3.5% |
| YTD | +2.7% | +41.8% | -39.1% | +0.8% |
| 1Y | -4.0% | +30.3% | -34.3% | -5.7% |
| 3Y | +37.6% | +697.3% | -659.8% | +20.5% |
| 5Y | +35.4% | +877.0% | -841.5% | +15.3% |
| All | +102.9% | +616.9% | -514.0% | +61.5% |
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 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