+235.4%
CHRW vs SSNC
+1,013.9%
-778.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | -3.4% | -2.5% | -0.8% | -2.7% |
| 30D | -9.4% | -2.7% | -6.6% | -8.8% |
| 3M | -12.6% | -0.8% | -11.8% | -12.6% |
| 6M | -24.2% | +15.5% | -39.7% | -27.7% |
| YTD | -18.9% | -8.8% | -10.0% | -17.6% |
| 1Y | -13.7% | -5.8% | -7.9% | -13.2% |
| 3Y | +72.6% | +55.7% | +16.9% | +50.8% |
| 5Y | +55.6% | +6.7% | +48.9% | +48.1% |
| 10Y | +122.7% | +184.0% | -61.3% | +60.1% |
| All | +235.4% | +1,013.9% | -778.5% | +61.8% |
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 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