+593.1%
CEG vs SSNC
+2.8%
+590.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +12.1% | +2.3% | +9.8% | +11.4% |
| 30D | +0.2% | -3.1% | +3.3% | +0.8% |
| 3M | +0.7% | -2.7% | +3.5% | +1.0% |
| 6M | +2.2% | +23.7% | -21.4% | -6.0% |
| YTD | -20.3% | -8.0% | -12.3% | -18.5% |
| 1Y | -16.1% | -4.7% | -11.4% | -15.5% |
| 3Y | +134.7% | +58.0% | +76.7% | +93.9% |
| All | +593.1% | +2.8% | +590.2% | +540.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling