-43.5%
CAG vs SSNC
+19.2%
-62.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -5.7% | -4.0% | -1.6% | -5.0% |
| 30D | -2.4% | +0.5% | -2.9% | -2.5% |
| 3M | +9.8% | +18.9% | -9.1% | +6.5% |
| 6M | -10.8% | +10.8% | -21.7% | -12.7% |
| YTD | -10.8% | -7.1% | -3.7% | -10.3% |
| 1Y | -19.0% | -9.6% | -9.3% | -18.1% |
| 3Y | -39.7% | +51.1% | -90.7% | -44.7% |
| All | -43.5% | +19.2% | -62.7% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling