+39.4%
CFG vs SSNC
-8.1%
+47.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.1% |
| 7D | +2.7% | -1.8% | +4.5% | +3.2% |
| 30D | -3.7% | +1.9% | -5.6% | -4.2% |
| 3M | +9.5% | +18.4% | -8.9% | +4.3% |
| 6M | +22.2% | +7.0% | +15.3% | +20.4% |
| YTD | +22.3% | -6.9% | +29.3% | +27.6% |
| 1Y | +39.4% | -8.2% | +47.6% | +41.6% |
| All | +39.4% | -8.1% | +47.6% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling