+55.4%
CG vs SSNC
+51.8%
+3.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.7% | +0.9% |
| 7D | -1.3% | -1.8% | +0.5% | +0.1% |
| 30D | -3.2% | +1.9% | -5.1% | -4.5% |
| 3M | +6.2% | +18.4% | -12.2% | -7.8% |
| 6M | -4.7% | +7.0% | -11.6% | -9.8% |
| YTD | -20.6% | -6.9% | -13.7% | -14.9% |
| 1Y | -26.4% | -8.2% | -18.2% | -20.1% |
| 3Y | +55.4% | +50.5% | +4.9% | +10.7% |
| All | +55.4% | +51.8% | +3.6% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling