-25.9%
CCJ vs SSNC
-3.9%
-22.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.4% |
| 7D | -14.5% | -1.1% | -13.4% | -14.6% |
| 30D | -18.1% | +0.6% | -18.7% | -17.9% |
| 3M | -23.0% | -1.5% | -21.5% | -22.9% |
| 6M | -39.4% | +15.8% | -55.2% | -37.8% |
| YTD | -21.7% | -8.0% | -13.7% | -17.7% |
| 1Y | -25.9% | -5.8% | -20.1% | -25.2% |
| All | -25.9% | -3.9% | -22.0% | -25.2% |
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