+598.5%
CEG vs SSNC
+2.7%
+595.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +17.8% | +1.4% | +16.5% | +17.4% |
| 30D | -4.5% | -2.6% | -1.9% | -4.1% |
| 3M | +1.5% | -0.6% | +2.1% | +1.1% |
| 6M | -3.5% | +19.9% | -23.4% | -10.3% |
| YTD | -19.7% | -8.2% | -11.5% | -17.9% |
| 1Y | -19.8% | -5.5% | -14.2% | -19.0% |
| 3Y | +136.4% | +56.8% | +79.6% | +95.8% |
| All | +598.5% | +2.7% | +595.8% | +545.4% |
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