-27.0%
CG vs SSNC
-5.7%
-21.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | -1.5% | +1.4% | -2.9% | -2.2% |
| 30D | +5.7% | -2.6% | +8.3% | +6.9% |
| 3M | -17.9% | -0.6% | -17.3% | -17.8% |
| 6M | -20.2% | +19.9% | -40.1% | -27.2% |
| YTD | -32.0% | -8.2% | -23.8% | -26.2% |
| 1Y | -27.0% | -5.5% | -21.5% | -22.6% |
| All | -27.0% | -5.7% | -21.3% | -22.6% |
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