+362.4%
CFG vs SSNC
+326.6%
+35.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | +1.5% | +0.6% | +0.9% | +1.1% |
| 30D | -3.8% | +6.0% | -9.9% | -7.5% |
| 3M | +11.5% | +21.0% | -9.5% | -2.2% |
| 6M | +19.2% | +12.1% | +7.1% | +9.1% |
| YTD | +23.7% | -3.2% | +26.9% | +23.6% |
| 1Y | +38.8% | -4.4% | +43.2% | +39.6% |
| 3Y | +178.9% | +51.6% | +127.3% | +108.3% |
| 5Y | +101.8% | +21.1% | +80.7% | +72.1% |
| 10Y | +317.3% | +177.7% | +139.6% | +131.7% |
| All | +362.4% | +326.6% | +35.8% | +121.8% |
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 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