+61.5%
CF vs SSNC
+54.4%
+7.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -3.2% | -3.3% | +0.2% | -3.1% |
| 30D | +4.3% | -1.3% | +5.6% | +4.3% |
| 3M | +2.8% | -2.3% | +5.1% | +2.8% |
| 6M | +0.6% | +12.6% | -12.0% | -0.2% |
| YTD | +56.6% | -10.1% | +66.7% | +60.8% |
| 1Y | +49.6% | -6.6% | +56.2% | +52.2% |
| 3Y | +61.5% | +54.0% | +7.5% | +40.0% |
| All | +61.5% | +54.4% | +7.1% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling