+21.2%
CHRW vs SSNC
-9.9%
+31.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +4.4% | -6.7% | +11.1% | +5.4% |
| 30D | +5.5% | -0.8% | +6.3% | +5.5% |
| 3M | -17.3% | +16.1% | -33.3% | -18.9% |
| 6M | -12.7% | +7.9% | -20.6% | -12.4% |
| YTD | -4.1% | -8.7% | +4.6% | -0.6% |
| 1Y | +21.2% | -9.5% | +30.7% | +26.8% |
| All | +21.2% | -9.9% | +31.1% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling