+11.8%
CRM vs SSNC
+49.3%
-37.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.8% |
| 7D | -4.4% | -4.0% | -0.4% | -1.7% |
| 30D | +28.1% | +0.5% | +27.6% | +28.0% |
| 3M | +48.8% | +18.9% | +29.9% | +33.0% |
| 6M | +28.3% | +10.8% | +17.4% | +19.6% |
| YTD | -6.0% | -7.1% | +1.1% | -2.6% |
| 1Y | +1.4% | -9.6% | +11.0% | +6.7% |
| 3Y | +11.8% | +51.1% | -39.2% | -14.1% |
| All | +11.8% | +49.3% | -37.4% | -14.1% |
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