-6.5%
CF vs SSNC
+14.5%
-21.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.0% |
| 7D | +0.4% | -2.8% | +3.2% | +0.1% |
| 30D | +2.2% | +0.4% | +1.8% | +2.3% |
| 3M | +2.1% | -0.7% | +2.8% | +2.2% |
| 6M | -6.5% | +13.9% | -20.4% | -4.7% |
| All | -6.5% | +14.5% | -21.1% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling