+201.7%
CAT vs SSNC
+56.7%
+145.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | -6.6% | +6.0% | -12.6% | -7.9% |
| 3M | -13.3% | +21.0% | -34.3% | -17.6% |
| 6M | +11.6% | +12.1% | -0.5% | +9.3% |
| YTD | +42.9% | -3.2% | +46.2% | +50.1% |
| 1Y | +95.4% | -4.4% | +99.8% | +106.3% |
| All | +201.7% | +56.7% | +145.0% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling