+1,036.7%
CBOE vs SSNC
+927.8%
+108.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -0.8% |
| 7D | -4.6% | -1.8% | -2.9% | -4.3% |
| 30D | +2.6% | +1.9% | +0.7% | +2.1% |
| 3M | +4.9% | +18.4% | -13.5% | +0.7% |
| 6M | -2.2% | +7.0% | -9.1% | -4.1% |
| YTD | +17.7% | -6.9% | +24.7% | +18.7% |
| 1Y | +26.1% | -8.2% | +34.2% | +27.4% |
| 3Y | +97.1% | +50.5% | +46.6% | +74.1% |
| 5Y | +149.2% | +17.4% | +131.8% | +131.6% |
| 10Y | +385.1% | +164.9% | +220.1% | +258.8% |
| All | +1,036.7% | +927.8% | +108.9% | +484.6% |
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 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