+742.1%
CI vs SSNC
+1,037.0%
-294.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.5% |
| 7D | -2.0% | -1.8% | -0.2% | -1.4% |
| 30D | -1.8% | +1.9% | -3.7% | -2.5% |
| 3M | -4.2% | +18.4% | -22.6% | -9.9% |
| 6M | +2.7% | +7.0% | -4.3% | -0.3% |
| YTD | +1.9% | -6.9% | +8.9% | +3.3% |
| 1Y | -6.3% | -8.2% | +1.9% | -4.7% |
| 3Y | +3.9% | +50.5% | -46.7% | -12.9% |
| 5Y | +41.9% | +17.4% | +24.5% | +28.0% |
| 10Y | +140.4% | +164.9% | -24.5% | +59.4% |
| All | +742.1% | +1,037.0% | -294.9% | +212.3% |
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 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