+251.7%
CB vs SSNC
+184.6%
+67.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +2.9% | +2.3% | +0.6% | +2.2% |
| 30D | +7.3% | -3.1% | +10.4% | +8.3% |
| 3M | +9.4% | -2.7% | +12.1% | +10.2% |
| 6M | +19.6% | +23.7% | -4.0% | +10.7% |
| YTD | +21.5% | -8.0% | +29.5% | +23.6% |
| 1Y | +28.0% | -4.7% | +32.7% | +28.5% |
| 3Y | +74.9% | +58.0% | +16.9% | +44.5% |
| 5Y | +108.1% | +8.0% | +100.2% | +94.4% |
| All | +251.7% | +184.6% | +67.0% | +166.6% |
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