+51.5%
CART vs SSNC
+57.4%
-5.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +12.6% | +6.0% | +6.6% | +9.8% |
| 3M | +23.1% | +21.0% | +2.1% | +13.3% |
| 6M | +39.5% | +12.1% | +27.4% | +32.7% |
| YTD | +13.5% | -3.2% | +16.8% | +15.9% |
| 1Y | +14.9% | -4.4% | +19.2% | +17.7% |
| All | +51.5% | +57.4% | -5.8% | +2.2% |
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