+1,826.5%
CIEN vs SSNC
+1,021.7%
+804.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +27.4% | +1.4% | +26.0% | +26.6% |
| 30D | -26.6% | -2.6% | -23.9% | -26.0% |
| 3M | -32.0% | -0.6% | -31.4% | -32.5% |
| 6M | -49.1% | +19.9% | -69.0% | -55.2% |
| YTD | +25.7% | -8.2% | +33.9% | +24.9% |
| 1Y | +40.3% | -5.5% | +45.9% | +37.2% |
| 3Y | +566.2% | +56.8% | +509.4% | +394.8% |
| 5Y | +378.7% | +7.8% | +370.9% | +330.0% |
| 10Y | +1,252.3% | +183.3% | +1,069.0% | +566.6% |
| All | +1,826.5% | +1,021.7% | +804.8% | +253.3% |
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