+265.0%
CDW vs SSNC
+169.0%
+96.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -7.4% | -6.7% | -0.6% | -3.6% |
| 30D | +5.8% | -0.8% | +6.7% | +6.4% |
| 3M | +10.8% | +16.1% | -5.2% | +1.7% |
| 6M | +21.5% | +7.9% | +13.5% | +15.8% |
| YTD | +6.4% | -8.7% | +15.1% | +10.8% |
| 1Y | -14.8% | -9.5% | -5.3% | -11.0% |
| 3Y | -29.9% | +47.7% | -77.5% | -45.2% |
| 5Y | -22.9% | +17.6% | -40.5% | -32.2% |
| All | +265.0% | +169.0% | +96.1% | +122.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling