+1,513.5%
CGNX vs SSNC
+1,034.4%
+479.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.2% |
| 7D | +3.2% | -4.0% | +7.2% | +5.4% |
| 30D | +6.0% | +0.5% | +5.5% | +5.4% |
| 3M | +3.5% | +18.9% | -15.4% | -7.5% |
| 6M | +26.3% | +10.8% | +15.5% | +16.6% |
| YTD | +79.2% | -7.1% | +86.4% | +80.7% |
| 1Y | +43.8% | -9.6% | +53.4% | +47.0% |
| 3Y | +52.0% | +51.1% | +0.9% | +15.7% |
| 5Y | -24.0% | +19.7% | -43.7% | -34.2% |
| 10Y | +189.1% | +172.3% | +16.8% | +56.5% |
| All | +1,513.5% | +1,034.4% | +479.1% | +311.1% |
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