+841.0%
CF vs SSNC
+1,006.7%
-165.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.8% |
| 7D | +0.4% | -2.8% | +3.2% | +1.4% |
| 30D | +2.2% | +0.4% | +1.8% | +1.7% |
| 3M | +2.1% | -0.7% | +2.8% | +1.9% |
| 6M | -6.5% | +13.9% | -20.4% | -12.3% |
| YTD | +55.6% | -9.4% | +65.0% | +57.8% |
| 1Y | +42.3% | -7.4% | +49.7% | +43.0% |
| 3Y | +55.7% | +55.7% | +0.1% | +23.8% |
| 5Y | +122.4% | +7.8% | +114.6% | +101.7% |
| 10Y | +568.5% | +178.8% | +389.7% | +307.5% |
| All | +841.0% | +1,006.7% | -165.8% | +209.4% |
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