+847.5%
CF vs SSNC
+998.3%
-150.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -3.2% | -3.3% | +0.2% | -2.0% |
| 30D | +4.3% | -1.3% | +5.6% | +4.5% |
| 3M | +2.8% | -2.3% | +5.1% | +3.2% |
| 6M | +0.6% | +12.6% | -12.0% | -5.2% |
| YTD | +56.6% | -10.1% | +66.7% | +59.3% |
| 1Y | +49.6% | -6.6% | +56.2% | +49.8% |
| 3Y | +61.5% | +54.0% | +7.5% | +29.0% |
| 5Y | +124.0% | +7.0% | +117.0% | +103.6% |
| 10Y | +573.2% | +176.7% | +396.5% | +311.5% |
| All | +847.5% | +998.3% | -150.8% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling