+557.7%
SEI vs CRL
+36.0%
+521.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.7% |
| 7D | +20.7% | -6.9% | +27.6% | +22.9% |
| 30D | +9.1% | -3.2% | +12.3% | +10.0% |
| 3M | -6.0% | +46.5% | -52.5% | -16.6% |
| 6M | +18.9% | +63.1% | -44.2% | +0.6% |
| YTD | +40.1% | +36.9% | +3.3% | +25.3% |
| 1Y | +120.6% | +78.1% | +42.5% | +79.5% |
| All | +557.7% | +36.0% | +521.8% | +438.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling