+142.8%
CI vs SSNC
+184.6%
-41.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +1.2% | +2.3% | -1.1% | +0.3% |
| 30D | +2.6% | -3.1% | +5.7% | +3.7% |
| 3M | +7.4% | -2.7% | +10.2% | +8.4% |
| 6M | -0.1% | +23.7% | -23.8% | -8.2% |
| YTD | +9.7% | -8.0% | +17.8% | +11.9% |
| 1Y | +12.1% | -4.7% | +16.8% | +12.7% |
| 3Y | +7.0% | +58.0% | -51.0% | -14.1% |
| 5Y | +49.7% | +8.0% | +41.7% | +38.7% |
| All | +142.8% | +184.6% | -41.9% | +56.1% |
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 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