+542.0%
SEI vs CRL
+226.2%
+315.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +4.0% |
| 7D | +10.2% | -1.0% | +11.3% | +10.6% |
| 30D | -1.0% | +10.7% | -11.7% | -4.4% |
| 3M | -27.9% | +55.3% | -83.2% | -38.7% |
| 6M | +10.4% | +60.7% | -50.3% | -9.0% |
| YTD | +20.1% | +44.6% | -24.5% | +2.6% |
| 1Y | +109.7% | +77.7% | +32.0% | +65.0% |
| 3Y | +458.6% | +37.6% | +421.0% | +354.2% |
| 5Y | +775.3% | -35.8% | +811.1% | +821.6% |
| All | +542.0% | +226.2% | +315.7% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling