+27.8%
CL vs SSNC
-6.2%
+34.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.5% | -4.5% | +5.0% | +1.2% |
| 30D | +11.6% | -3.9% | +15.5% | +12.6% |
| 3M | +5.6% | -1.3% | +6.9% | +6.3% |
| 6M | +13.2% | +14.1% | -1.0% | +12.2% |
| YTD | +26.9% | -9.9% | +36.8% | +24.3% |
| All | +27.8% | -6.2% | +34.0% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling