+5.5%
CG vs SSNC
+15.9%
-10.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -2.8% |
| 7D | -6.4% | -3.9% | -2.5% | -3.1% |
| 30D | -7.1% | -0.2% | -6.9% | -6.8% |
| 3M | -1.6% | +15.9% | -17.5% | -14.7% |
| 6M | -8.3% | +7.5% | -15.8% | -15.2% |
| YTD | -23.8% | -8.2% | -15.6% | -18.4% |
| 1Y | -28.7% | -9.3% | -19.4% | -23.0% |
| 3Y | +49.2% | +48.5% | +0.7% | -0.7% |
| 5Y | +5.5% | +16.0% | -10.5% | -6.2% |
| All | +5.5% | +15.9% | -10.4% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling