-98.0%
CAPR vs SSNC
+1,000.8%
-1,098.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +9.3% |
| 7D | +36.0% | -4.5% | +40.5% | +38.6% |
| 30D | +25.8% | -3.9% | +29.7% | +27.8% |
| 3M | +140.8% | -1.3% | +142.2% | +140.7% |
| 6M | -67.6% | +14.1% | -81.7% | -70.2% |
| YTD | -65.9% | -9.9% | -56.0% | -65.5% |
| 1Y | +66.1% | -6.2% | +72.3% | +65.2% |
| 3Y | +256.9% | +56.1% | +200.8% | +182.9% |
| 5Y | +172.1% | +5.4% | +166.7% | +150.9% |
| 10Y | -64.7% | +172.3% | -237.0% | -75.8% |
| All | -98.0% | +1,000.8% | -1,098.8% | -98.9% |
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 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