+1,402.0%
CRS vs SEI
+606.2%
+795.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +16.3% | -19.8% | -8.6% |
| 7D | -3.1% | +28.8% | -31.9% | -11.2% |
| 30D | -19.6% | +10.4% | -30.0% | -22.9% |
| 3M | -8.1% | -11.4% | +3.3% | -7.3% |
| 6M | +18.6% | +31.2% | -12.6% | +4.1% |
| YTD | +45.9% | +39.7% | +6.1% | +23.4% |
| 1Y | +82.5% | +149.0% | -66.5% | +22.9% |
| 3Y | +648.9% | +560.2% | +88.7% | +184.9% |
| 5Y | +1,438.1% | +955.7% | +482.4% | +315.5% |
| All | +1,402.0% | +606.2% | +795.8% | +319.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling