+164.6%
CHRW vs SEI
+507.3%
-342.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.4% | +0.8% |
| 7D | -1.4% | +10.2% | -11.6% | -2.2% |
| 30D | -3.5% | -1.0% | -2.4% | -3.6% |
| 3M | -19.4% | -27.9% | +8.5% | -17.6% |
| 6M | -21.4% | +10.4% | -31.8% | -23.3% |
| YTD | -7.1% | +20.1% | -27.3% | -10.5% |
| 1Y | +17.8% | +109.7% | -91.9% | +6.8% |
| 3Y | +78.8% | +458.6% | -379.9% | +35.6% |
| 5Y | +83.5% | +775.3% | -691.8% | +26.6% |
| All | +164.6% | +507.3% | -342.7% | +80.2% |
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