+173.8%
CHRW vs SEI
+644.4%
-470.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.2% |
| 7D | +3.5% | +22.6% | -19.1% | +1.6% |
| 30D | +4.6% | +9.1% | -4.5% | +3.5% |
| 3M | -19.7% | -11.3% | -8.4% | -19.4% |
| 6M | -12.4% | +22.0% | -34.4% | -15.2% |
| YTD | -3.9% | +47.3% | -51.2% | -9.1% |
| 1Y | +18.4% | +124.8% | -106.4% | +6.8% |
| 3Y | +88.8% | +591.3% | -502.4% | +40.5% |
| 5Y | +93.5% | +1,008.2% | -914.7% | +30.5% |
| All | +173.8% | +644.4% | -470.6% | +83.1% |
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