+28.4%
CBOE vs SSNC
-3.0%
+31.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | 0.0% |
| 7D | -3.6% | +0.6% | -4.3% | -3.6% |
| 30D | +5.1% | +6.0% | -1.0% | +4.9% |
| 3M | +4.6% | +21.0% | -16.4% | +3.6% |
| 6M | -0.3% | +12.1% | -12.3% | -1.0% |
| YTD | +19.8% | -3.2% | +23.0% | +19.8% |
| 1Y | +28.4% | -4.4% | +32.7% | +30.3% |
| All | +28.4% | -3.0% | +31.3% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling