+1,537.7%
CRS vs SSNC
+1,037.0%
+500.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.3% | -1.2% |
| 7D | -3.1% | -1.8% | -1.3% | -2.0% |
| 30D | -19.6% | +1.9% | -21.5% | -20.7% |
| 3M | -8.1% | +18.4% | -26.5% | -18.4% |
| 6M | +18.6% | +7.0% | +11.6% | +11.1% |
| YTD | +45.9% | -6.9% | +52.8% | +47.1% |
| 1Y | +82.5% | -8.2% | +90.6% | +85.0% |
| 3Y | +648.9% | +50.5% | +598.4% | +453.3% |
| 5Y | +1,438.1% | +17.4% | +1,420.7% | +1,210.8% |
| 10Y | +1,327.0% | +164.9% | +1,162.1% | +684.9% |
| All | +1,537.7% | +1,037.0% | +500.8% | +265.9% |
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