-98.2%
CAPR vs SSNC
+998.3%
-1,096.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.5% |
| 3M | +115.3% | -2.3% | +117.6% | +116.1% |
| 6M | -73.8% | +12.6% | -86.5% | -75.7% |
| YTD | -68.8% | -10.1% | -58.7% | -68.5% |
| 1Y | +43.3% | -6.6% | +49.9% | +42.7% |
| 3Y | +214.7% | +54.0% | +160.7% | +150.9% |
| 5Y | +141.3% | +7.0% | +134.3% | +121.0% |
| 10Y | -67.0% | +176.7% | -243.7% | -77.5% |
| All | -98.2% | +998.3% | -1,096.4% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling