+306.8%
CFG vs SSNC
+162.7%
+144.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | 0.0% |
| 7D | -0.6% | -3.9% | +3.3% | +2.0% |
| 30D | -4.5% | -0.2% | -4.4% | -4.6% |
| 3M | +6.3% | +15.9% | -9.6% | -5.0% |
| 6M | +20.6% | +7.5% | +13.1% | +12.8% |
| YTD | +21.2% | -8.2% | +29.5% | +25.5% |
| 1Y | +38.2% | -9.3% | +47.5% | +44.0% |
| 3Y | +185.9% | +48.5% | +137.5% | +110.7% |
| 5Y | +97.0% | +16.0% | +81.0% | +70.1% |
| 10Y | +306.8% | +169.2% | +137.6% | +139.2% |
| All | +306.8% | +162.7% | +144.1% | +139.2% |
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