+903.8%
CAH vs SSNC
+1,037.0%
-133.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -1.6% |
| 7D | +0.5% | -1.8% | +2.3% | +1.0% |
| 30D | +1.7% | +1.9% | -0.2% | +1.1% |
| 3M | +17.9% | +18.4% | -0.5% | +11.8% |
| 6M | +10.9% | +7.0% | +4.0% | +8.1% |
| YTD | +17.9% | -6.9% | +24.8% | +19.2% |
| 1Y | +61.7% | -8.2% | +69.9% | +64.0% |
| 3Y | +183.7% | +50.5% | +133.2% | +145.7% |
| 5Y | +401.3% | +17.4% | +383.9% | +361.0% |
| 10Y | +293.7% | +164.9% | +128.7% | +175.9% |
| All | +903.8% | +1,037.0% | -133.2% | +378.2% |
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 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