+41.1%
CI vs SSNC
+18.8%
+22.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.5% | -1.5% |
| 7D | -2.6% | -1.8% | -0.8% | -2.1% |
| 30D | -2.4% | +1.9% | -4.3% | -2.8% |
| 3M | -4.8% | +18.4% | -23.1% | -8.7% |
| 6M | +2.1% | +7.0% | -4.8% | +0.2% |
| YTD | +1.4% | -6.9% | +8.3% | +2.7% |
| 1Y | -6.8% | -8.2% | +1.4% | -5.3% |
| 3Y | +3.3% | +50.5% | -47.2% | -10.2% |
| 5Y | +41.1% | +17.4% | +23.7% | +31.5% |
| All | +41.1% | +18.8% | +22.3% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling