+271.0%
CG vs SSNC
+184.2%
+86.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | -1.5% | +1.4% | -2.9% | -2.5% |
| 30D | +5.7% | -2.6% | +8.3% | +7.4% |
| 3M | -17.9% | -0.6% | -17.3% | -17.8% |
| 6M | -20.2% | +19.9% | -40.1% | -31.0% |
| YTD | -32.0% | -8.2% | -23.8% | -28.9% |
| 1Y | -27.0% | -5.5% | -21.5% | -25.3% |
| 3Y | +42.8% | +56.8% | -14.0% | +3.1% |
| 5Y | -23.4% | +7.8% | -31.2% | -28.4% |
| All | +271.0% | +184.2% | +86.8% | +129.8% |
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