+867.8%
CB vs SSNC
+998.3%
-130.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +0.2% | -3.3% | +3.6% | +1.3% |
| 30D | +9.1% | -1.3% | +10.3% | +9.4% |
| 3M | +3.4% | -2.3% | +5.7% | +4.0% |
| 6M | +14.1% | +12.6% | +1.5% | +9.3% |
| YTD | +18.0% | -10.1% | +28.1% | +20.7% |
| 1Y | +30.1% | -6.6% | +36.7% | +31.4% |
| 3Y | +71.8% | +54.0% | +17.8% | +46.0% |
| 5Y | +101.8% | +7.0% | +94.9% | +90.3% |
| 10Y | +252.1% | +176.7% | +75.4% | +141.9% |
| All | +867.8% | +998.3% | -130.4% | +319.8% |
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