+820.3%
CI vs SSNC
+1,022.7%
-202.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.8% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +6.4% | -1.9% | +8.3% | +7.1% |
| 3M | +10.7% | -0.2% | +10.8% | +10.6% |
| 6M | +5.5% | +19.4% | -13.9% | -1.3% |
| YTD | +11.4% | -8.1% | +19.5% | +13.3% |
| 1Y | +15.0% | -5.3% | +20.3% | +15.8% |
| 3Y | +9.0% | +56.9% | -48.0% | -9.9% |
| 5Y | +52.0% | +8.0% | +43.9% | +41.3% |
| 10Y | +150.9% | +183.6% | -32.7% | +63.2% |
| All | +820.3% | +1,022.7% | -202.4% | +242.6% |
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