+115.6%
CRBG vs SSNC
+60.1%
+55.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.3% |
| 7D | +0.6% | -4.0% | +4.6% | +3.2% |
| 30D | +2.6% | +0.5% | +2.1% | +2.3% |
| 3M | +24.0% | +18.9% | +5.1% | +9.8% |
| 6M | +50.5% | +10.8% | +39.7% | +39.5% |
| YTD | +17.1% | -7.1% | +24.3% | +22.2% |
| 1Y | +5.9% | -9.6% | +15.5% | +12.5% |
| 3Y | +122.7% | +51.1% | +71.7% | +70.7% |
| All | +115.6% | +60.1% | +55.5% | +54.7% |
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