+421.5%
CARR vs SSNC
+157.7%
+263.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.5% |
| 7D | -3.8% | -4.0% | +0.3% | -1.6% |
| 30D | -8.9% | +0.5% | -9.4% | -9.3% |
| 3M | -17.3% | +18.9% | -36.2% | -26.2% |
| 6M | -1.4% | +10.8% | -12.2% | -8.7% |
| YTD | +10.0% | -7.1% | +17.1% | +12.7% |
| 1Y | -6.4% | -9.6% | +3.3% | -2.5% |
| 3Y | +1.5% | +51.1% | -49.5% | -26.1% |
| 5Y | +9.3% | +19.7% | -10.4% | -8.8% |
| All | +421.5% | +157.7% | +263.8% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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