+221.1%
CFG vs SSNC
+170.8%
+50.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +0.3% | -4.5% | +4.7% | +3.4% |
| 30D | +3.2% | -3.9% | +7.1% | +5.5% |
| 3M | -9.7% | -1.3% | -8.4% | -9.6% |
| 6M | +3.6% | +14.1% | -10.5% | -7.2% |
| YTD | +14.7% | -9.9% | +24.6% | +19.6% |
| 1Y | +29.6% | -6.2% | +35.8% | +31.2% |
| 3Y | +190.6% | +56.1% | +134.5% | +104.7% |
| 5Y | +67.1% | +5.4% | +61.7% | +53.2% |
| All | +221.1% | +170.8% | +50.3% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling