-36.6%
CRL vs SSNC
+17.5%
-54.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | 0.0% |
| 7D | -0.6% | -1.8% | +1.2% | +0.7% |
| 30D | +5.0% | +1.9% | +3.1% | +3.5% |
| 3M | +50.6% | +18.4% | +32.2% | +31.3% |
| 6M | +60.9% | +7.0% | +54.0% | +51.2% |
| YTD | +40.7% | -6.9% | +47.7% | +47.0% |
| 1Y | +73.3% | -8.2% | +81.5% | +82.6% |
| 3Y | +40.6% | +50.5% | -10.0% | -0.5% |
| All | -36.6% | +17.5% | -54.2% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling