+74.7%
CART vs SSNC
+49.4%
+25.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +23.1% | -1.9% | +25.0% | +22.9% |
| 3M | +19.2% | -0.2% | +19.3% | +18.3% |
| 6M | +45.7% | +19.4% | +26.3% | +33.4% |
| YTD | +30.9% | -8.1% | +39.0% | +35.3% |
| 1Y | +50.2% | -5.3% | +55.5% | +52.8% |
| 3Y | +133.5% | +56.9% | +76.6% | +63.8% |
| All | +74.7% | +49.4% | +25.2% | +19.4% |
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