+140.8%
CHRW vs SEI
+613.6%
-472.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | +4.7% | +27.6% | -22.9% | +2.7% |
| 30D | -2.6% | -17.1% | +14.5% | -1.8% |
| 3M | -8.0% | +4.6% | -12.6% | -9.5% |
| 6M | -19.0% | -15.1% | -3.9% | -19.3% |
| YTD | -15.5% | +41.2% | -56.6% | -20.5% |
| 1Y | -10.8% | +37.5% | -48.3% | -16.1% |
| 3Y | +79.8% | +693.7% | -613.8% | +30.1% |
| 5Y | +59.3% | +901.7% | -842.5% | +7.9% |
| All | +140.8% | +613.6% | -472.7% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling