+11.8%
CRM vs SEI
+594.6%
-582.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +1.9% |
| 7D | -4.4% | +22.6% | -27.0% | -4.8% |
| 30D | +28.1% | +9.1% | +19.0% | +27.9% |
| 3M | +48.8% | -11.3% | +60.2% | +49.6% |
| 6M | +28.3% | +22.0% | +6.2% | +25.8% |
| YTD | -6.0% | +47.3% | -53.3% | -9.6% |
| 1Y | +1.4% | +124.8% | -123.3% | -6.1% |
| 3Y | +11.8% | +591.3% | -579.4% | -6.9% |
| All | +11.8% | +594.6% | -582.7% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling