+767.0%
CRL vs SSNC
+1,021.7%
-254.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +8.9% | +1.4% | +7.5% | +8.1% |
| 30D | +14.0% | -2.6% | +16.6% | +15.1% |
| 3M | +19.8% | -0.6% | +20.4% | +19.5% |
| 6M | +102.0% | +19.9% | +82.1% | +81.0% |
| YTD | +70.8% | -8.2% | +79.0% | +75.1% |
| 1Y | +98.7% | -5.5% | +104.3% | +100.7% |
| 3Y | +98.2% | +56.8% | +41.4% | +56.6% |
| 5Y | -11.7% | +7.8% | -19.5% | -16.9% |
| 10Y | +356.7% | +183.3% | +173.3% | +187.8% |
| All | +767.0% | +1,021.7% | -254.7% | +236.0% |
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 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