+1,065.3%
CCJ vs SSNC
+169.0%
+896.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.8% |
| 7D | -3.2% | -6.7% | +3.6% | -0.6% |
| 30D | -1.3% | -0.8% | -0.5% | -1.1% |
| 3M | +2.5% | +16.1% | -13.5% | -4.0% |
| 6M | -18.9% | +7.9% | -26.8% | -22.1% |
| YTD | +6.5% | -8.7% | +15.2% | +8.5% |
| 1Y | +22.8% | -9.5% | +32.3% | +25.4% |
| 3Y | +164.5% | +47.7% | +116.8% | +116.4% |
| 5Y | +303.7% | +17.6% | +286.1% | +260.2% |
| All | +1,065.3% | +169.0% | +896.3% | +685.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling