+129.9%
CHRW vs SSNC
+184.6%
-54.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +7.3% | +2.3% | +5.0% | +6.6% |
| 30D | -3.6% | -3.1% | -0.5% | -2.8% |
| 3M | -9.6% | -2.7% | -6.8% | -9.0% |
| 6M | -17.0% | +23.7% | -40.7% | -22.7% |
| YTD | -15.4% | -8.0% | -7.4% | -14.2% |
| 1Y | -10.0% | -4.7% | -5.3% | -9.7% |
| 3Y | +82.2% | +58.0% | +24.2% | +57.2% |
| 5Y | +59.4% | +8.0% | +51.4% | +49.8% |
| All | +129.9% | +184.6% | -54.7% | +81.8% |
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