-19.0%
CAG vs SSNC
-8.1%
-10.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -5.7% | -4.0% | -1.6% | -5.1% |
| 30D | -2.4% | +0.5% | -2.9% | -2.5% |
| 3M | +9.8% | +18.9% | -9.1% | +7.1% |
| 6M | -10.8% | +10.8% | -21.7% | -13.2% |
| YTD | -10.8% | -7.1% | -3.7% | -12.5% |
| 1Y | -19.0% | -9.6% | -9.3% | -20.1% |
| All | -19.0% | -8.1% | -10.8% | -20.1% |
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