+72.5%
CART vs SSNC
+46.2%
+26.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.9% |
| 7D | +3.0% | -3.3% | +6.3% | +4.3% |
| 30D | +28.6% | -1.3% | +29.8% | +27.9% |
| 3M | +29.1% | -2.3% | +31.4% | +29.1% |
| 6M | +44.7% | +12.6% | +32.1% | +35.8% |
| YTD | +29.2% | -10.1% | +39.3% | +34.7% |
| 1Y | +66.2% | -6.6% | +72.7% | +69.9% |
| 3Y | +112.8% | +54.0% | +58.9% | +50.3% |
| All | +72.5% | +46.2% | +26.3% | +18.9% |
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