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  • CRS vs SEI✓SelectedUSD · SEICRS vs SEI performance historyLatest closeAs of-1.13%09/11
Stock and ETF performance explorer

CRS vs SEI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,351.6%
SEI return
+644.4%
Excess return
+707.2%
Maximum drawdown
-74.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSEIExcessAlpha
1D-1.1%+5.1%-6.2%-2.7%
7D-6.8%+22.6%-29.3%-13.2%
30D-16.1%+9.1%-25.2%-19.3%
3M-21.2%-11.3%-9.8%-20.5%
6M+8.7%+22.0%-13.3%-2.3%
YTD+41.0%+47.3%-6.3%+17.1%
1Y+82.7%+124.8%-42.1%+28.1%
3Y+604.8%+591.3%+13.5%+164.1%
5Y+1,384.7%+1,008.2%+376.5%+294.8%
All+1,351.6%+644.4%+707.2%+297.9%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling