+344.7%
CCJ vs SSNC
+1,082.2%
-737.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | +6.9% | +6.0% | +0.8% | +4.5% |
| 3M | -11.6% | +21.0% | -32.6% | -18.5% |
| 6M | -16.2% | +12.1% | -28.3% | -20.8% |
| YTD | +10.1% | -3.2% | +13.3% | +9.5% |
| 1Y | +32.3% | -4.4% | +36.6% | +31.9% |
| 3Y | +171.3% | +51.6% | +119.7% | +122.2% |
| 5Y | +372.4% | +21.1% | +351.3% | +320.5% |
| 10Y | +1,070.0% | +177.7% | +892.3% | +624.3% |
| All | +344.7% | +1,082.2% | -737.5% | +37.1% |
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