+223.5%
CB vs SSNC
+162.7%
+60.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | -0.5% | -3.9% | +3.4% | +0.8% |
| 30D | -3.1% | -0.2% | -2.9% | -3.1% |
| 3M | +4.2% | +15.9% | -11.8% | -1.3% |
| 6M | +4.7% | +7.5% | -2.7% | +1.6% |
| YTD | +8.8% | -8.2% | +17.0% | +10.9% |
| 1Y | +22.6% | -9.3% | +32.0% | +25.3% |
| 3Y | +70.6% | +48.5% | +22.2% | +44.4% |
| 5Y | +99.4% | +16.0% | +83.4% | +81.8% |
| 10Y | +223.5% | +169.2% | +54.3% | +142.6% |
| All | +223.5% | +162.7% | +60.8% | +142.6% |
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