+1,431.9%
CIEN vs SSNC
+169.0%
+1,262.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +5.4% | -6.7% | +12.1% | +8.5% |
| 30D | -13.7% | -0.8% | -12.9% | -13.8% |
| 3M | -23.0% | +16.1% | -39.1% | -29.6% |
| 6M | -0.8% | +7.9% | -8.8% | -7.0% |
| YTD | +43.1% | -8.7% | +51.8% | +44.4% |
| 1Y | +157.6% | -9.5% | +167.1% | +160.4% |
| 3Y | +593.8% | +47.7% | +546.2% | +443.3% |
| 5Y | +520.6% | +17.6% | +502.9% | +439.4% |
| All | +1,431.9% | +169.0% | +1,262.9% | +758.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling