+96.8%
CAT vs SSNC
-9.3%
+106.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -1.2% |
| 7D | +2.9% | -3.9% | +6.8% | +1.9% |
| 30D | -2.6% | -0.2% | -2.5% | -2.6% |
| 3M | -10.7% | +15.9% | -26.6% | -5.7% |
| 6M | +16.1% | +7.5% | +8.7% | +22.5% |
| YTD | +43.2% | -8.2% | +51.5% | +50.3% |
| 1Y | +96.8% | -9.3% | +106.2% | +115.3% |
| All | +96.8% | -9.3% | +106.1% | +115.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling