+50.4%
CF vs SSNC
-5.7%
+56.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.3% |
| 7D | +5.4% | +1.4% | +4.0% | +5.6% |
| 30D | +6.5% | -2.6% | +9.2% | +6.2% |
| 3M | +4.6% | -0.6% | +5.2% | +4.8% |
| 6M | -3.3% | +19.9% | -23.2% | +0.8% |
| YTD | +63.9% | -8.2% | +72.1% | +65.8% |
| 1Y | +50.4% | -5.5% | +56.0% | +49.3% |
| All | +50.4% | -5.7% | +56.2% | +49.3% |
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 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