You can use external objects and odata connector to pull data from external sources into salesforce and create reports on it. Link which has information on limits as well.
Personally i wouldn't do it since if your reporting objects have large data volumes these solutions wont scale and performance will also not be that good.
Instead if you have Einstein ...
During the year 2021, you can just use "Created Date equals Last Year". If you want to have it be for 2020 for all time, you can use "Created Date greater or equal to 2020-01-01" and "Created Date less or equal to 2020-12-31".