+76.3%
CL vs SSNC
+177.4%
-101.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.5% | -4.5% | +5.0% | +1.5% |
| 30D | +11.6% | -3.9% | +15.5% | +12.5% |
| 3M | +5.6% | -1.3% | +6.9% | +5.9% |
| 6M | +13.2% | +14.1% | -1.0% | +9.8% |
| YTD | +26.9% | -9.9% | +36.8% | +28.9% |
| 1Y | +27.3% | -6.2% | +33.5% | +28.1% |
| 3Y | +39.7% | +56.1% | -16.4% | +24.9% |
| 5Y | +41.3% | +5.4% | +35.9% | +35.7% |
| 10Y | +76.3% | +172.3% | -96.0% | +38.4% |
| All | +76.3% | +177.4% | -101.2% | +38.4% |
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