+350.2%
CG vs SSNC
+698.1%
-348.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -0.9% |
| 7D | -4.3% | +0.6% | -5.0% | -4.7% |
| 30D | -5.1% | +6.0% | -11.1% | -8.3% |
| 3M | +8.7% | +21.0% | -12.3% | -3.6% |
| 6M | -9.2% | +12.1% | -21.3% | -16.0% |
| YTD | -18.9% | -3.2% | -15.6% | -18.1% |
| 1Y | -25.6% | -4.4% | -21.3% | -24.5% |
| 3Y | +57.3% | +51.6% | +5.7% | +24.0% |
| 5Y | +10.2% | +21.1% | -10.9% | -1.0% |
| 10Y | +364.2% | +177.7% | +186.5% | +195.5% |
| All | +350.2% | +698.1% | -348.0% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling