-0.8%
CRM vs SSNC
+19.2%
-20.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.6% |
| 7D | -4.4% | -4.0% | -0.4% | -1.3% |
| 30D | +28.1% | +0.5% | +27.6% | +28.0% |
| 3M | +48.8% | +18.9% | +29.9% | +30.3% |
| 6M | +28.3% | +10.8% | +17.4% | +18.4% |
| YTD | -6.0% | -7.1% | +1.1% | -1.0% |
| 1Y | +1.4% | -9.6% | +11.0% | +8.8% |
| 3Y | +11.8% | +51.1% | -39.2% | -23.6% |
| All | -0.8% | +19.2% | -20.0% | -12.0% |
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 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