+238.9%
CRM vs SSNC
+173.6%
+65.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.8% |
| 7D | -4.4% | -4.0% | -0.4% | -1.8% |
| 30D | +28.1% | +0.5% | +27.6% | +28.0% |
| 3M | +48.8% | +18.9% | +29.9% | +33.1% |
| 6M | +28.3% | +10.8% | +17.4% | +20.0% |
| YTD | -6.0% | -7.1% | +1.1% | -1.6% |
| 1Y | +1.4% | -9.6% | +11.0% | +7.7% |
| 3Y | +11.8% | +51.1% | -39.2% | -15.8% |
| 5Y | -2.0% | +19.7% | -21.7% | -14.3% |
| All | +238.9% | +173.6% | +65.3% | +84.6% |
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