+74.4%
CAPR vs SSNC
-5.7%
+80.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.7% |
| 7D | +19.1% | +1.4% | +17.7% | +18.7% |
| 30D | +48.8% | -2.6% | +51.5% | +50.2% |
| 3M | +144.4% | -0.6% | +145.0% | +144.4% |
| 6M | -67.5% | +19.9% | -87.4% | -70.6% |
| YTD | -64.5% | -8.2% | -56.3% | -39.4% |
| 1Y | +74.4% | -5.5% | +80.0% | +74.3% |
| All | +74.4% | -5.7% | +80.2% | +74.3% |
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