-42.8%
CCL vs SSNC
+170.4%
-213.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.0% |
| 7D | -4.4% | -3.9% | -0.5% | -1.2% |
| 30D | -18.2% | -0.2% | -18.0% | -18.3% |
| 3M | -17.7% | +15.9% | -33.6% | -28.4% |
| 6M | -13.0% | +7.5% | -20.5% | -19.6% |
| YTD | -24.5% | -8.2% | -16.3% | -20.8% |
| 1Y | -26.9% | -9.3% | -17.6% | -22.8% |
| 3Y | +50.8% | +48.5% | +2.3% | +3.5% |
| 5Y | -0.9% | +16.0% | -16.9% | -14.3% |
| All | -42.8% | +170.4% | -213.2% | -65.3% |
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