+1,026.2%
SEI vs CRL
-37.6%
+1,063.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.0% |
| 7D | +28.2% | -4.6% | +32.8% | +29.6% |
| 30D | +15.5% | +0.5% | +15.0% | +15.2% |
| 3M | -1.4% | +46.6% | -48.0% | -11.6% |
| 6M | +37.4% | +57.3% | -19.9% | +19.2% |
| YTD | +47.8% | +39.5% | +8.3% | +32.6% |
| 1Y | +174.3% | +76.9% | +97.4% | +128.6% |
| 3Y | +598.5% | +39.4% | +559.1% | +491.1% |
| 5Y | +1,026.2% | -37.2% | +1,063.4% | +695.1% |
| All | +1,026.2% | -37.6% | +1,063.8% | +695.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling