+205.5%
CRH vs SEI
+644.4%
-438.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.2% |
| 7D | -6.1% | +22.6% | -28.6% | -9.3% |
| 30D | -9.3% | +9.1% | -18.4% | -11.0% |
| 3M | -15.2% | -11.3% | -3.9% | -15.0% |
| 6M | -14.2% | +22.0% | -36.2% | -19.2% |
| YTD | -28.3% | +47.3% | -75.5% | -35.0% |
| 1Y | -21.8% | +124.8% | -146.5% | -35.0% |
| 3Y | +71.6% | +591.3% | -519.7% | +5.6% |
| 5Y | +96.6% | +1,008.2% | -911.6% | +2.2% |
| All | +205.5% | +644.4% | -438.9% | +53.8% |
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