The Historical Performance tool allows you to track differences in key performance metrics—including CPR, CDR, Losses, Delinquencies, and Cashflows—for a platform/pool on a period-by-period basis. This tool can be found under the Performance tab in Securitizations and Portfolio Surveillance. Clicking the blue 'Compare' link will allow you to compare up to five pools at a time and take you to our Historical Performance Comparison tool in Intelligence.

Key functionality

The historical performance tool has long been a powerful way for tracking the differences in key performance metrics—including CPR, CDR, losses, delinquencies, and cashflow scenarios—on a period-by-period basis. 

  1. Easily compare datasets month over month - Months are now represented as columns, allowing you to easily compare side-by-side datasets over a given time period.

  2. Individual metrics are grouped together by category - Identify trends in CPR, CDR, delinquencies, and so much more across multiple pools. 

  3. Rearrange, resize, and filter columns - Organize the metrics you care about the most.

  4. Copy and paste data - Specific data can now be transferred quickly to external applications by simply copying and pasting.

Configure settings

The comprehensive settings card allows you to select which metrics you want to see in the table; checking a metric box will add it as a row or remove it from the table.

Individual metrics are grouped by category by default; selecting a "Strat By" option will sub-strat each category by the selected metric.

Multiple date range options offer ease of use alongside maximum flexibility.

For details on the data columns, please see the dv01 Glossary.