+4,288.3%
CDNS vs SSNC
+1,082.2%
+3,206.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.4% |
| 7D | -14.0% | +0.6% | -14.7% | -14.3% |
| 30D | -13.2% | +6.0% | -19.2% | -15.7% |
| 3M | -28.9% | +21.0% | -49.9% | -35.9% |
| 6M | -4.2% | +12.1% | -16.3% | -10.3% |
| YTD | -6.4% | -3.2% | -3.1% | -5.9% |
| 1Y | -16.2% | -4.4% | -11.9% | -15.4% |
| 3Y | +20.2% | +51.6% | -31.4% | -4.1% |
| 5Y | +76.6% | +21.1% | +55.5% | +56.7% |
| 10Y | +1,029.7% | +177.7% | +852.0% | +585.5% |
| All | +4,288.3% | +1,082.2% | +3,206.1% | +1,299.4% |
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