-17.0%
CHRW vs SEI
-17.1%
+0.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | 0.0% |
| 7D | +7.3% | +10.5% | -3.2% | +8.0% |
| 30D | -3.6% | -8.0% | +4.4% | -3.9% |
| 3M | -9.6% | +6.7% | -16.3% | -8.9% |
| 6M | -17.0% | -17.0% | 0.0% | -9.5% |
| All | -17.0% | -17.1% | +0.1% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling