+15.0%
CI vs SSNC
-4.9%
+19.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.7% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +6.4% | -1.9% | +8.3% | +7.1% |
| 3M | +10.7% | -0.2% | +10.8% | +11.1% |
| 6M | +5.5% | +19.4% | -13.9% | +3.3% |
| YTD | +11.4% | -8.1% | +19.5% | +13.3% |
| 1Y | +15.0% | -5.3% | +20.3% | +16.3% |
| All | +15.0% | -4.9% | +19.9% | +16.3% |
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