+639.5%
CEG vs SSNC
+8.2%
+631.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.0% | +5.2% |
| 7D | +8.0% | +0.6% | +7.4% | +7.8% |
| 30D | +12.9% | +6.0% | +6.9% | +10.8% |
| 3M | +13.2% | +21.0% | -7.8% | +5.9% |
| 6M | -7.0% | +12.1% | -19.1% | -10.8% |
| YTD | -15.0% | -3.2% | -11.8% | -14.0% |
| 1Y | -2.7% | -4.4% | +1.6% | -1.4% |
| 3Y | +184.1% | +51.6% | +132.4% | +140.1% |
| All | +639.5% | +8.2% | +631.2% | +575.7% |
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