+47.0%
CF vs SSNC
-6.2%
+53.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | -4.5% | +3.6% | -1.7% |
| 30D | +6.9% | -3.9% | +10.8% | +6.3% |
| 3M | +4.8% | -1.3% | +6.2% | +4.9% |
| 6M | +4.7% | +14.1% | -9.5% | +8.0% |
| YTD | +56.5% | -9.9% | +66.4% | +58.0% |
| All | +47.0% | -6.2% | +53.1% | +45.4% |
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