+274.8%
CG vs SSNC
+184.6%
+90.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +0.9% |
| 7D | +0.2% | +2.3% | -2.1% | -1.5% |
| 30D | +11.2% | -3.1% | +14.3% | +13.4% |
| 3M | -22.1% | -2.7% | -19.3% | -20.8% |
| 6M | -17.9% | +23.7% | -41.6% | -30.6% |
| YTD | -31.3% | -8.0% | -23.3% | -28.3% |
| 1Y | -24.0% | -4.7% | -19.3% | -22.6% |
| 3Y | +45.0% | +58.0% | -13.0% | +4.1% |
| 5Y | -22.6% | +8.0% | -30.6% | -27.8% |
| All | +274.8% | +184.6% | +90.2% | +131.9% |
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