-27.2%
CCL vs SSNC
-9.9%
-17.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -4.3% | -6.7% | +2.4% | -1.4% |
| 30D | -19.0% | -0.8% | -18.2% | -18.8% |
| 3M | -13.1% | +16.1% | -29.1% | -18.6% |
| 6M | -13.3% | +7.9% | -21.2% | -16.3% |
| YTD | -25.2% | -8.7% | -16.5% | -23.4% |
| 1Y | -27.2% | -9.5% | -17.7% | -25.1% |
| All | -27.2% | -9.9% | -17.3% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling