+639.7%
CEG vs SSNC
+4.1%
+635.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +1.2% |
| 7D | +6.7% | -1.8% | +8.5% | +7.2% |
| 30D | +11.0% | +1.9% | +9.1% | +10.2% |
| 3M | +19.5% | +18.4% | +1.1% | +12.4% |
| 6M | -5.9% | +7.0% | -12.8% | -8.4% |
| YTD | -15.0% | -6.9% | -8.0% | -13.0% |
| 1Y | +0.6% | -8.2% | +8.8% | +3.3% |
| 3Y | +180.6% | +50.5% | +130.1% | +137.2% |
| All | +639.7% | +4.1% | +635.6% | +583.8% |
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