+150.9%
CI vs SSNC
+186.8%
-35.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.8% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +6.4% | -1.9% | +8.3% | +7.1% |
| 3M | +10.7% | -0.2% | +10.8% | +10.6% |
| 6M | +5.5% | +19.4% | -13.9% | -1.9% |
| YTD | +11.4% | -8.1% | +19.5% | +13.6% |
| 1Y | +15.0% | -5.3% | +20.3% | +15.9% |
| 3Y | +9.0% | +56.9% | -48.0% | -12.3% |
| 5Y | +52.0% | +8.0% | +43.9% | +40.7% |
| 10Y | +150.9% | +183.6% | -32.7% | +61.4% |
| All | +150.9% | +186.8% | -35.9% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling