+53.4%
CL vs SSNC
+164.2%
-110.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.4% |
| 7D | -1.4% | -1.8% | +0.4% | -1.0% |
| 30D | -5.2% | +1.9% | -7.1% | -5.6% |
| 3M | +3.3% | +18.4% | -15.1% | -0.4% |
| 6M | -4.4% | +7.0% | -11.3% | -6.0% |
| YTD | +13.9% | -6.9% | +20.9% | +14.9% |
| 1Y | +7.6% | -8.2% | +15.8% | +8.8% |
| 3Y | +29.6% | +50.5% | -21.0% | +16.7% |
| 5Y | +28.1% | +17.4% | +10.7% | +20.0% |
| 10Y | +53.4% | +164.9% | -111.6% | +19.5% |
| All | +53.4% | +164.2% | -110.9% | +19.5% |
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