+425.9%
CARR vs SSNC
+154.7%
+271.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.2% |
| 7D | +0.6% | -3.9% | +4.5% | +2.9% |
| 30D | -8.7% | -0.2% | -8.5% | -8.7% |
| 3M | -18.4% | +15.9% | -34.3% | -26.0% |
| 6M | -0.6% | +7.5% | -8.1% | -6.2% |
| YTD | +10.9% | -8.2% | +19.1% | +14.4% |
| 1Y | -7.3% | -9.3% | +2.0% | -3.8% |
| 3Y | +2.9% | +48.5% | -45.5% | -24.4% |
| 5Y | +9.6% | +16.0% | -6.4% | -6.7% |
| All | +425.9% | +154.7% | +271.2% | +191.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling