Cross data set reporting (Contacts, Companies & Deals)

i'd like to be able to create a cross data set report by selecting more than 2 data sets.  Sales reporting covers contact, companies, deals and activities.


For example we have a report that shows the associated company, associated deal name, contact associated with the deal and the sales activity such as last contacted and next activity date.  The only way we have been able to create this is by creating two reports and taking them offline to merge ourselves through our data-warehouse on a weekly basis.



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