+93.0%
CHRW vs SEI
+1,021.5%
-928.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.1% |
| 7D | +4.1% | +28.2% | -24.2% | +2.5% |
| 30D | +1.9% | +15.5% | -13.6% | +0.9% |
| 3M | -21.2% | -1.4% | -19.8% | -21.2% |
| 6M | -16.7% | +37.4% | -54.1% | -19.1% |
| YTD | -5.4% | +47.8% | -53.2% | -8.9% |
| 1Y | +21.2% | +174.3% | -153.1% | +11.3% |
| 3Y | +86.5% | +598.5% | -512.0% | +48.9% |
| 5Y | +93.0% | +1,026.2% | -933.2% | +42.1% |
| All | +93.0% | +1,021.5% | -928.5% | +42.1% |
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 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