+34.8%
CF vs SSNC
-3.9%
+38.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.6% |
| 7D | -6.9% | -1.1% | -5.7% | -7.0% |
| 30D | -3.7% | +0.6% | -4.4% | -3.5% |
| 3M | -5.0% | -1.5% | -3.5% | -5.0% |
| 6M | -10.5% | +15.8% | -26.3% | -7.6% |
| YTD | +46.5% | -8.0% | +54.5% | +49.9% |
| 1Y | +34.8% | -5.8% | +40.7% | +35.0% |
| All | +34.8% | -3.9% | +38.8% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling