+245.6%
CRH vs SSNC
+173.6%
+72.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.1% |
| 7D | -6.1% | -4.0% | -2.0% | -4.0% |
| 30D | -9.3% | +0.5% | -9.8% | -9.6% |
| 3M | -15.2% | +18.9% | -34.1% | -23.3% |
| 6M | -14.2% | +10.8% | -25.0% | -19.7% |
| YTD | -28.3% | -7.1% | -21.1% | -26.5% |
| 1Y | -21.8% | -9.6% | -12.2% | -18.8% |
| 3Y | +71.6% | +51.1% | +20.6% | +33.6% |
| 5Y | +96.6% | +19.7% | +77.0% | +71.9% |
| All | +245.6% | +173.6% | +72.0% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling