+41.8%
CAG vs SSNC
+1,037.0%
-995.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.8% |
| 7D | -5.3% | -1.8% | -3.5% | -5.0% |
| 30D | +1.0% | +1.9% | -0.9% | +0.6% |
| 3M | +17.4% | +18.4% | -1.0% | +13.9% |
| 6M | -16.8% | +7.0% | -23.8% | -18.0% |
| YTD | -6.8% | -6.9% | +0.2% | -6.2% |
| 1Y | -15.4% | -8.2% | -7.2% | -14.7% |
| 3Y | -37.1% | +50.5% | -87.6% | -42.2% |
| 5Y | -41.3% | +17.4% | -58.6% | -44.2% |
| 10Y | -35.5% | +164.9% | -200.4% | -48.1% |
| All | +41.8% | +1,037.0% | -995.1% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling