+220.7%
CF vs SSNC
+21.4%
+199.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -3.0% |
| 7D | +6.0% | +0.6% | +5.4% | +5.9% |
| 30D | +14.8% | +6.0% | +8.8% | +13.7% |
| 3M | +14.1% | +21.0% | -6.9% | +10.1% |
| 6M | +28.5% | +12.1% | +16.4% | +25.9% |
| YTD | +74.9% | -3.2% | +78.2% | +77.0% |
| 1Y | +61.7% | -4.4% | +66.0% | +63.9% |
| 3Y | +80.3% | +51.6% | +28.7% | +57.6% |
| All | +220.7% | +21.4% | +199.3% | +187.7% |
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