-50.1%
CCI vs SSNC
+14.9%
-65.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -4.4% | -6.7% | +2.4% | -1.8% |
| 30D | +0.3% | -0.8% | +1.1% | +0.6% |
| 3M | -20.0% | +16.1% | -36.0% | -24.6% |
| 6M | -14.5% | +7.9% | -22.5% | -17.4% |
| YTD | -14.9% | -8.7% | -6.2% | -12.5% |
| 1Y | -17.7% | -9.5% | -8.2% | -15.2% |
| 3Y | -12.4% | +47.7% | -60.0% | -30.2% |
| 5Y | -50.1% | +17.6% | -67.8% | -57.0% |
| All | -50.1% | +14.9% | -65.0% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling