-10.0%
CRM vs SEI
+18.6%
-28.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -16.9% | +19.1% | -0.1% |
| 7D | -6.2% | -16.4% | +10.2% | -8.2% |
| 30D | -1.2% | -22.9% | +21.7% | -3.8% |
| 3M | +19.1% | -0.3% | +19.4% | +21.2% |
| 6M | +23.0% | -22.3% | +45.3% | +23.7% |
| YTD | -13.7% | +26.2% | -39.8% | -13.4% |
| 1Y | -10.0% | +8.2% | -18.2% | -8.3% |
| All | -10.0% | +18.6% | -28.6% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling