-34.0%
CCL vs SSNC
+184.6%
-218.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | -1.2% | +2.3% | -3.5% | -3.1% |
| 30D | +13.1% | -3.1% | +16.2% | +15.7% |
| 3M | +3.4% | -2.7% | +6.1% | +4.8% |
| 6M | +18.7% | +23.7% | -5.0% | -3.6% |
| YTD | -2.3% | -8.0% | +5.8% | +1.6% |
| 1Y | +14.2% | -4.7% | +18.9% | +14.9% |
| 3Y | +133.6% | +58.0% | +75.6% | +49.3% |
| 5Y | +33.5% | +8.0% | +25.5% | +21.4% |
| All | -34.0% | +184.6% | -218.7% | -60.8% |
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