+881.9%
CB vs SSNC
+1,022.7%
-140.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | +7.3% | -1.9% | +9.2% | +7.9% |
| 3M | +7.0% | -0.2% | +7.2% | +6.9% |
| 6M | +16.3% | +19.4% | -3.1% | +9.5% |
| YTD | +19.7% | -8.1% | +27.8% | +21.6% |
| 1Y | +27.8% | -5.3% | +33.1% | +28.5% |
| 3Y | +72.0% | +56.9% | +15.1% | +45.4% |
| 5Y | +104.9% | +8.0% | +96.8% | +92.5% |
| 10Y | +246.7% | +183.6% | +63.1% | +136.5% |
| All | +881.9% | +1,022.7% | -140.8% | +323.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling