+487.0%
CF vs SSNC
+177.4%
+309.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.9% | -4.5% | +3.6% | +0.9% |
| 30D | +6.9% | -3.9% | +10.8% | +8.2% |
| 3M | +4.8% | -1.3% | +6.2% | +4.8% |
| 6M | +4.7% | +14.1% | -9.5% | -2.4% |
| YTD | +56.5% | -9.9% | +66.4% | +59.7% |
| 1Y | +48.4% | -6.2% | +54.6% | +48.6% |
| 3Y | +59.1% | +56.1% | +3.1% | +21.5% |
| 5Y | +109.5% | +5.4% | +104.2% | +89.9% |
| 10Y | +487.0% | +172.3% | +314.7% | +232.3% |
| All | +487.0% | +177.4% | +309.5% | +232.3% |
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