+298.9%
CDW vs SSNC
+184.6%
+114.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.8% |
| 7D | +9.3% | +2.3% | +7.0% | +8.0% |
| 30D | +14.4% | -3.1% | +17.5% | +16.0% |
| 3M | +21.4% | -2.7% | +24.2% | +23.2% |
| 6M | +72.8% | +23.7% | +49.1% | +52.7% |
| YTD | +28.0% | -8.0% | +36.1% | +32.6% |
| 1Y | +19.3% | -4.7% | +24.1% | +21.0% |
| 3Y | -15.3% | +58.0% | -73.3% | -36.5% |
| 5Y | -3.8% | +8.0% | -11.8% | -11.6% |
| All | +298.9% | +184.6% | +114.2% | +143.6% |
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 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