+33.5%
CGNX vs SSNC
-3.9%
+37.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.6% | -7.1% | -9.1% |
| 7D | -9.2% | -1.1% | -8.0% | -9.5% |
| 30D | -17.6% | +0.6% | -18.2% | -17.3% |
| 3M | -25.7% | -1.5% | -24.2% | -25.8% |
| 6M | -5.5% | +15.8% | -21.3% | -0.1% |
| YTD | +48.1% | -8.0% | +56.0% | +60.0% |
| 1Y | +33.5% | -5.8% | +39.3% | +41.0% |
| All | +33.5% | -3.9% | +37.5% | +41.0% |
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