+86.0%
CHRW vs SEI
+597.1%
-511.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | 0.0% |
| 7D | +4.1% | +28.2% | -24.2% | +3.1% |
| 30D | +1.9% | +15.5% | -13.6% | +1.3% |
| 3M | -21.2% | -1.4% | -19.8% | -20.9% |
| 6M | -16.7% | +37.4% | -54.1% | -18.1% |
| YTD | -5.4% | +47.8% | -53.2% | -7.5% |
| 1Y | +21.2% | +174.3% | -153.1% | +15.2% |
| All | +86.0% | +597.1% | -511.2% | +65.5% |
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 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