+630.3%
CHD vs SSNC
+1,037.0%
-406.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -1.4% |
| 7D | -2.9% | -1.8% | -1.1% | -2.6% |
| 30D | -6.2% | +1.9% | -8.1% | -6.5% |
| 3M | +1.6% | +18.4% | -16.8% | -1.2% |
| 6M | -3.5% | +7.0% | -10.5% | -4.8% |
| YTD | +16.2% | -6.9% | +23.2% | +17.0% |
| 1Y | +3.4% | -8.2% | +11.6% | +4.2% |
| 3Y | +4.6% | +50.5% | -45.9% | -3.0% |
| 5Y | +21.1% | +17.4% | +3.7% | +15.7% |
| 10Y | +126.5% | +164.9% | -38.4% | +82.4% |
| All | +630.3% | +1,037.0% | -406.6% | +328.4% |
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