+1,146.8%
CIEN vs SSNC
+184.6%
+962.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.7% | -4.6% |
| 7D | +15.3% | +2.3% | +13.0% | +14.2% |
| 30D | -22.0% | -3.1% | -18.9% | -21.3% |
| 3M | -36.6% | -2.7% | -33.9% | -36.5% |
| 6M | -51.5% | +23.7% | -75.1% | -57.4% |
| YTD | +20.0% | -8.0% | +28.0% | +20.0% |
| 1Y | +44.5% | -4.7% | +49.2% | +41.7% |
| 3Y | +539.0% | +58.0% | +481.1% | +381.6% |
| 5Y | +356.8% | +8.0% | +348.9% | +311.5% |
| All | +1,146.8% | +184.6% | +962.2% | +619.5% |
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