+112.0%
CF vs SSNC
+6.8%
+105.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -3.2% | -3.3% | +0.2% | -2.7% |
| 30D | +4.3% | -1.3% | +5.6% | +4.3% |
| 3M | +2.8% | -2.3% | +5.1% | +2.9% |
| 6M | +0.6% | +12.6% | -12.0% | -2.0% |
| YTD | +56.6% | -10.1% | +66.7% | +60.0% |
| 1Y | +49.6% | -6.6% | +56.2% | +51.2% |
| 3Y | +61.5% | +54.0% | +7.5% | +39.1% |
| All | +112.0% | +6.8% | +105.2% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling