-77.3%
CAPR vs SSNC
+162.7%
-239.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.3% | -3.8% |
| 7D | -12.6% | -3.9% | -8.8% | -10.6% |
| 30D | +124.4% | -0.2% | +124.6% | +123.7% |
| 3M | -66.8% | +15.9% | -82.7% | -70.7% |
| 6M | -71.8% | +7.5% | -79.2% | -73.9% |
| YTD | -70.1% | -8.2% | -61.8% | -69.8% |
| 1Y | +33.3% | -9.3% | +42.7% | +35.1% |
| 3Y | +36.7% | +48.5% | -11.7% | -1.2% |
| 5Y | +72.5% | +16.0% | +56.4% | +42.0% |
| 10Y | -77.3% | +169.2% | -246.4% | -88.8% |
| All | -77.3% | +162.7% | -239.9% | -88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling