-11.1%
CHRW vs SEI
+18.6%
-29.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.9% | +17.2% | +0.1% |
| 7D | +4.9% | -16.4% | +21.3% | +4.7% |
| 30D | -4.8% | -22.9% | +18.1% | -4.9% |
| 3M | -13.1% | -0.3% | -12.9% | -13.8% |
| 6M | -16.3% | -22.3% | +6.0% | -14.2% |
| YTD | -15.8% | +26.2% | -42.0% | -19.0% |
| 1Y | -11.1% | +8.2% | -19.3% | -13.3% |
| All | -11.1% | +18.6% | -29.7% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling