+970.6%
CDW vs SSNC
+437.2%
+533.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.3% |
| 7D | +13.1% | -2.5% | +15.6% | +14.5% |
| 30D | +19.1% | -2.7% | +21.9% | +20.5% |
| 3M | +24.7% | -0.8% | +25.6% | +25.2% |
| 6M | +63.4% | +15.5% | +47.8% | +51.2% |
| YTD | +26.3% | -8.8% | +35.1% | +31.0% |
| 1Y | +20.6% | -5.8% | +26.4% | +22.9% |
| 3Y | -16.3% | +55.7% | -72.0% | -34.6% |
| 5Y | -3.9% | +6.7% | -10.6% | -10.2% |
| 10Y | +331.5% | +184.0% | +147.5% | +162.4% |
| All | +970.6% | +437.2% | +533.4% | +416.1% |
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