+1,126.0%
CAT vs SSNC
+164.2%
+961.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.9% | +2.7% |
| 7D | +5.6% | -1.8% | +7.3% | +6.3% |
| 30D | -2.3% | +1.9% | -4.2% | -3.3% |
| 3M | -10.0% | +18.4% | -28.4% | -17.4% |
| 6M | +21.2% | +7.0% | +14.3% | +15.7% |
| YTD | +44.4% | -6.9% | +51.4% | +46.1% |
| 1Y | +96.3% | -8.2% | +104.5% | +99.1% |
| 3Y | +203.9% | +50.5% | +153.4% | +142.0% |
| 5Y | +333.5% | +17.4% | +316.1% | +280.3% |
| 10Y | +1,126.0% | +164.9% | +961.1% | +708.3% |
| All | +1,126.0% | +164.2% | +961.8% | +708.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling