+77.7%
CRL vs SSNC
-3.0%
+80.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | -1.0% | +0.6% | -1.7% | -1.2% |
| 30D | +10.7% | +6.0% | +4.6% | +8.4% |
| 3M | +55.3% | +21.0% | +34.3% | +44.6% |
| 6M | +60.7% | +12.1% | +48.6% | +56.5% |
| YTD | +44.6% | -3.2% | +47.9% | +52.7% |
| 1Y | +77.7% | -4.4% | +82.1% | +96.1% |
| All | +77.7% | -3.0% | +80.7% | +96.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling