+1.4%
CRM vs SEI
+134.3%
-132.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +2.5% |
| 7D | -4.4% | +22.6% | -27.0% | -2.2% |
| 30D | +28.1% | +9.1% | +19.0% | +29.8% |
| 3M | +48.8% | -11.3% | +60.2% | +50.8% |
| 6M | +28.3% | +22.0% | +6.2% | +29.3% |
| YTD | -6.0% | +47.3% | -53.3% | -6.9% |
| 1Y | +1.4% | +124.8% | -123.3% | -9.3% |
| All | +1.4% | +134.3% | -132.8% | -9.3% |
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