+686.9%
SEI vs CRL
+214.7%
+472.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.4% |
| 7D | +22.6% | -3.5% | +26.1% | +23.9% |
| 30D | +9.1% | -2.1% | +11.2% | +9.7% |
| 3M | -11.3% | +48.0% | -59.3% | -23.5% |
| 6M | +22.0% | +64.7% | -42.7% | -0.3% |
| YTD | +47.3% | +39.5% | +7.8% | +27.2% |
| 1Y | +124.8% | +74.2% | +50.6% | +77.9% |
| 3Y | +591.3% | +39.4% | +551.9% | +458.0% |
| 5Y | +1,008.2% | -36.9% | +1,045.1% | +1,068.1% |
| All | +686.9% | +214.7% | +472.3% | +277.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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