+796.3%
CI vs SSNC
+998.3%
-202.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.4% |
| 7D | -1.6% | -3.3% | +1.8% | -0.4% |
| 30D | +5.4% | -1.3% | +6.7% | +5.8% |
| 3M | +7.3% | -2.3% | +9.6% | +8.0% |
| 6M | +5.3% | +12.6% | -7.3% | +0.5% |
| YTD | +8.5% | -10.1% | +18.6% | +11.2% |
| 1Y | +17.1% | -6.6% | +23.7% | +18.4% |
| 3Y | +1.4% | +54.0% | -52.6% | -15.6% |
| 5Y | +50.5% | +7.0% | +43.5% | +40.4% |
| 10Y | +168.5% | +176.7% | -8.2% | +76.1% |
| All | +796.3% | +998.3% | -202.0% | +236.1% |
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 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