-39.3%
CAG vs SSNC
+46.7%
-86.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -5.9% | -6.7% | +0.9% | -4.6% |
| 30D | -1.5% | -0.8% | -0.7% | -1.4% |
| 3M | +11.5% | +16.1% | -4.6% | +8.3% |
| 6M | -15.7% | +7.9% | -23.6% | -17.3% |
| YTD | -10.2% | -8.7% | -1.5% | -9.3% |
| 1Y | -18.1% | -9.5% | -8.6% | -17.2% |
| All | -39.3% | +46.7% | -86.0% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling