+210.1%
CAT vs SSNC
+6.2%
+203.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.1% |
| 7D | -2.4% | -4.5% | +2.1% | -0.9% |
| 30D | -25.0% | -3.9% | -21.1% | -24.2% |
| 3M | -28.7% | -1.3% | -27.4% | -28.8% |
| 6M | -33.0% | +14.1% | -47.1% | -37.3% |
| YTD | +5.4% | -9.9% | +15.3% | +9.6% |
| 1Y | +7.3% | -6.2% | +13.5% | +9.1% |
| 3Y | +166.0% | +56.1% | +110.0% | +105.1% |
| 5Y | +210.1% | +5.4% | +204.7% | +175.7% |
| All | +210.1% | +6.2% | +203.9% | +175.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling