+4,742.7%
CDNS vs SSNC
+1,023.6%
+3,719.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +1.0% | +2.3% | -1.3% | -0.1% |
| 30D | -2.0% | -3.1% | +1.2% | -1.1% |
| 3M | -0.2% | -2.7% | +2.5% | +0.3% |
| 6M | -8.9% | +23.7% | -32.6% | -19.3% |
| YTD | +3.3% | -8.0% | +11.4% | +5.6% |
| 1Y | +2.2% | -4.7% | +6.9% | +2.6% |
| 3Y | +22.4% | +58.0% | -35.6% | -4.9% |
| 5Y | +78.0% | +8.0% | +70.1% | +65.4% |
| 10Y | +1,175.2% | +183.8% | +991.4% | +666.5% |
| All | +4,742.7% | +1,023.6% | +3,719.2% | +1,470.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling