-98.1%
CAPR vs SSNC
+1,082.2%
-1,180.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | -2.0% | +0.6% | -2.6% | -2.4% |
| 30D | +139.2% | +6.0% | +133.1% | +132.6% |
| 3M | -66.4% | +21.0% | -87.3% | -69.6% |
| 6M | -63.1% | +12.1% | -75.2% | -65.7% |
| YTD | -67.4% | -3.2% | -64.2% | -68.0% |
| 1Y | +58.2% | -4.4% | +62.6% | +56.2% |
| 3Y | +42.2% | +51.6% | -9.4% | +14.7% |
| 5Y | +87.3% | +21.1% | +66.2% | +63.0% |
| 10Y | -75.3% | +177.7% | -252.9% | -83.4% |
| All | -98.1% | +1,082.2% | -1,180.3% | -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