+1,228.2%
CRM vs SSNC
+1,015.4%
+212.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | -8.1% | -6.7% | -1.4% | -4.3% |
| 30D | +23.1% | -0.8% | +23.9% | +23.9% |
| 3M | +42.5% | +16.1% | +26.5% | +31.1% |
| 6M | +25.3% | +7.9% | +17.4% | +20.1% |
| YTD | -7.8% | -8.7% | +0.9% | -2.9% |
| 1Y | +1.0% | -9.5% | +10.5% | +6.6% |
| 3Y | +10.0% | +47.7% | -37.7% | -12.6% |
| 5Y | -3.9% | +17.6% | -21.5% | -13.0% |
| 10Y | +233.2% | +167.7% | +65.4% | +93.7% |
| All | +1,228.2% | +1,015.4% | +212.8% | +293.5% |
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