+712.5%
CAT vs SSNC
+177.4%
+535.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.1% |
| 7D | -2.4% | -4.5% | +2.1% | -0.5% |
| 30D | -25.0% | -3.9% | -21.1% | -24.0% |
| 3M | -28.7% | -1.3% | -27.4% | -28.8% |
| 6M | -33.0% | +14.1% | -47.1% | -38.0% |
| YTD | +5.4% | -9.9% | +15.3% | +7.7% |
| 1Y | +7.3% | -6.2% | +13.5% | +7.4% |
| 3Y | +166.0% | +56.1% | +110.0% | +107.0% |
| 5Y | +210.1% | +5.4% | +204.7% | +184.5% |
| 10Y | +712.5% | +172.3% | +540.2% | +444.3% |
| All | +712.5% | +177.4% | +535.1% | +444.3% |
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