+54.1%
CCL vs SSNC
+51.8%
+2.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +1.6% |
| 7D | -0.1% | -1.8% | +1.7% | +1.1% |
| 30D | -20.0% | +1.9% | -21.9% | -21.3% |
| 3M | -13.7% | +18.4% | -32.0% | -24.9% |
| 6M | -9.0% | +7.0% | -16.0% | -14.0% |
| YTD | -22.8% | -6.9% | -15.9% | -18.2% |
| 1Y | -25.3% | -8.2% | -17.1% | -20.0% |
| 3Y | +54.1% | +50.5% | +3.5% | -4.8% |
| All | +54.1% | +51.8% | +2.3% | -4.8% |
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 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