+174.5%
CIEN vs SSNC
-3.0%
+177.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +0.5% |
| 7D | -15.2% | +0.6% | -15.8% | -14.7% |
| 30D | -21.5% | +6.0% | -27.5% | -18.8% |
| 3M | -40.1% | +21.0% | -61.0% | -32.2% |
| 6M | -6.6% | +12.1% | -18.7% | +5.7% |
| YTD | +37.3% | -3.2% | +40.5% | +52.2% |
| 1Y | +174.5% | -4.4% | +178.9% | +206.6% |
| All | +174.5% | -3.0% | +177.5% | +206.6% |
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 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