+592.2%
CIEN vs SSNC
+47.5%
+544.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -4.6% | -3.9% | -0.7% | -4.1% |
| 30D | -12.8% | -0.2% | -12.6% | -13.1% |
| 3M | -23.1% | +15.9% | -39.0% | -26.2% |
| 6M | +6.1% | +7.5% | -1.3% | +5.0% |
| YTD | +44.5% | -8.2% | +52.7% | +55.1% |
| 1Y | +176.6% | -9.3% | +186.0% | +198.9% |
| All | +592.2% | +47.5% | +544.7% | +436.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling