+626.9%
CEG vs SSNC
+2.6%
+624.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | +1.3% | -3.9% | +5.2% | +2.5% |
| 30D | +8.8% | -0.2% | +9.0% | +8.8% |
| 3M | +17.0% | +15.9% | +1.0% | +10.8% |
| 6M | -8.7% | +7.5% | -16.2% | -11.4% |
| YTD | -16.4% | -8.2% | -8.2% | -14.1% |
| 1Y | -1.8% | -9.3% | +7.6% | +1.2% |
| 3Y | +175.8% | +48.5% | +127.3% | +134.1% |
| All | +626.9% | +2.6% | +624.3% | +575.0% |
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