+312.1%
CG vs SSNC
+169.0%
+143.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.0% |
| 7D | -9.8% | -6.7% | -3.1% | -5.2% |
| 30D | -10.3% | -0.8% | -9.5% | -9.7% |
| 3M | -1.7% | +16.1% | -17.7% | -12.3% |
| 6M | -9.8% | +7.9% | -17.8% | -15.6% |
| YTD | -25.6% | -8.7% | -16.9% | -21.6% |
| 1Y | -32.5% | -9.5% | -23.0% | -28.6% |
| 3Y | +45.6% | +47.7% | -2.0% | +10.4% |
| 5Y | +3.7% | +17.6% | -14.0% | -7.6% |
| All | +312.1% | +169.0% | +143.2% | +160.2% |
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