-4.5%
CRS vs SSNC
-3.9%
-0.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.9% |
| 7D | +4.3% | -1.1% | +5.5% | +4.1% |
| 30D | -25.5% | +0.6% | -26.1% | -25.4% |
| 3M | -48.7% | -1.5% | -47.2% | -48.7% |
| 6M | -31.6% | +15.8% | -47.4% | -29.1% |
| YTD | -7.0% | -8.0% | +0.9% | -7.0% |
| 1Y | -4.5% | -5.8% | +1.3% | -5.2% |
| All | -4.5% | -3.9% | -0.6% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling