+169.4%
CCJ vs SSNC
+47.5%
+121.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.2% | -1.3% |
| 7D | +4.2% | -3.9% | +8.1% | +4.9% |
| 30D | +3.2% | -0.2% | +3.4% | +3.2% |
| 3M | -1.8% | +15.9% | -17.7% | -4.4% |
| 6M | -13.5% | +7.5% | -21.0% | -14.4% |
| YTD | +9.7% | -8.2% | +18.0% | +13.6% |
| 1Y | +30.0% | -9.3% | +39.3% | +35.2% |
| All | +169.4% | +47.5% | +121.9% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling