+86.0%
CHRW vs SSNC
+51.8%
+34.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.8% |
| 7D | +1.9% | -1.8% | +3.7% | +2.4% |
| 30D | +0.9% | +1.9% | -1.0% | +0.3% |
| 3M | -19.9% | +18.4% | -38.3% | -24.3% |
| 6M | -15.8% | +7.0% | -22.8% | -17.4% |
| YTD | -5.6% | -6.9% | +1.3% | -2.8% |
| 1Y | +21.0% | -8.2% | +29.2% | +25.1% |
| 3Y | +86.0% | +50.5% | +35.5% | +60.6% |
| All | +86.0% | +51.8% | +34.2% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling