+86.0%
CAPR vs SSNC
+18.8%
+67.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | -2.0% |
| 7D | -9.5% | -1.8% | -7.7% | -8.9% |
| 30D | +121.5% | +1.9% | +119.6% | +118.9% |
| 3M | -65.4% | +18.4% | -83.8% | -68.5% |
| 6M | -67.5% | +7.0% | -74.5% | -69.0% |
| YTD | -68.6% | -6.9% | -61.7% | -68.0% |
| 1Y | +42.7% | -8.2% | +50.8% | +45.7% |
| 3Y | +43.4% | +50.5% | -7.2% | +16.5% |
| 5Y | +86.0% | +17.4% | +68.6% | +63.9% |
| All | +86.0% | +18.8% | +67.3% | +63.9% |
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 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