+568.0%
CF vs SSNC
+172.0%
+396.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -3.2% | -3.3% | +0.2% | -1.9% |
| 30D | +4.3% | -1.3% | +5.6% | +4.4% |
| 3M | +2.8% | -2.3% | +5.1% | +3.1% |
| 6M | +0.6% | +12.6% | -12.0% | -5.7% |
| YTD | +56.6% | -10.1% | +66.7% | +60.0% |
| 1Y | +49.6% | -6.6% | +56.2% | +50.1% |
| 3Y | +61.5% | +54.0% | +7.5% | +24.1% |
| 5Y | +124.0% | +7.0% | +117.0% | +101.3% |
| All | +568.0% | +172.0% | +396.0% | +282.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling