+101.1%
CRL vs SSNC
+57.6%
+43.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.8% |
| 7D | -1.7% | -2.5% | +0.8% | -0.2% |
| 30D | +14.6% | -2.7% | +17.3% | +15.6% |
| 3M | +24.8% | -0.8% | +25.7% | +24.1% |
| 6M | +94.7% | +15.5% | +79.2% | +72.3% |
| YTD | +73.4% | -8.8% | +82.2% | +85.4% |
| 1Y | +104.7% | -5.8% | +110.5% | +112.5% |
| 3Y | +101.1% | +55.7% | +45.4% | +19.1% |
| All | +101.1% | +57.6% | +43.4% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling