+283.9%
CHRW vs SSNC
+1,082.2%
-798.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.4% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | -3.5% | +6.0% | -9.5% | -5.0% |
| 3M | -19.4% | +21.0% | -40.4% | -24.0% |
| 6M | -21.4% | +12.1% | -33.5% | -24.3% |
| YTD | -7.1% | -3.2% | -3.9% | -7.1% |
| 1Y | +17.8% | -4.4% | +22.2% | +18.2% |
| 3Y | +78.8% | +51.6% | +27.2% | +57.4% |
| 5Y | +83.5% | +21.1% | +62.4% | +69.1% |
| 10Y | +160.2% | +177.7% | -17.4% | +87.9% |
| All | +283.9% | +1,082.2% | -798.3% | +82.5% |
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