+144.6%
CAPR vs SSNC
+6.8%
+137.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.4% | +5.0% |
| 7D | +41.1% | -3.3% | +44.4% | +43.0% |
| 30D | +11.1% | -1.3% | +12.4% | +11.6% |
| 3M | +115.3% | -2.3% | +117.6% | +116.0% |
| 6M | -73.8% | +12.6% | -86.5% | -75.8% |
| YTD | -68.8% | -10.1% | -58.7% | -67.8% |
| 1Y | +43.3% | -6.6% | +49.9% | +45.1% |
| 3Y | +214.7% | +54.0% | +160.7% | +149.7% |
| All | +144.6% | +6.8% | +137.7% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling