+145.2%
CCL vs SSNC
+57.9%
+87.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -1.5% | -0.2% | -1.4% | -1.4% |
| 30D | +16.5% | -1.9% | +18.4% | +17.5% |
| 3M | +11.2% | -0.2% | +11.4% | +10.4% |
| 6M | +22.6% | +19.4% | +3.2% | +5.5% |
| YTD | +2.6% | -8.1% | +10.7% | +8.9% |
| 1Y | +17.0% | -5.3% | +22.2% | +20.5% |
| All | +145.2% | +57.9% | +87.3% | +55.0% |
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