+88.6%
CHRW vs SSNC
+18.8%
+69.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +3.0% |
| 7D | +1.9% | -1.8% | +3.7% | +2.5% |
| 30D | +0.9% | +1.9% | -1.0% | +0.2% |
| 3M | -19.9% | +18.4% | -38.3% | -25.0% |
| 6M | -15.8% | +7.0% | -22.8% | -18.1% |
| YTD | -5.6% | -6.9% | +1.3% | -3.6% |
| 1Y | +21.0% | -8.2% | +29.2% | +24.1% |
| 3Y | +86.0% | +50.5% | +35.5% | +55.9% |
| 5Y | +88.6% | +17.4% | +71.2% | +61.1% |
| All | +88.6% | +18.8% | +69.9% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling