+58.2%
CAPR vs SSNC
-3.0%
+61.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | +139.2% | +6.0% | +133.1% | +134.3% |
| 3M | -66.4% | +21.0% | -87.3% | -68.6% |
| 6M | -63.1% | +12.1% | -75.2% | -62.9% |
| YTD | -67.4% | -3.2% | -64.2% | -58.0% |
| 1Y | +58.2% | -4.4% | +62.6% | +80.9% |
| All | +58.2% | -3.0% | +61.2% | +80.9% |
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