+236.3%
CL vs SSNC
+998.3%
-761.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | +1.3% | -3.3% | +4.7% | +2.0% |
| 30D | +11.4% | -1.3% | +12.6% | +11.6% |
| 3M | +4.4% | -2.3% | +6.7% | +4.8% |
| 6M | +10.8% | +12.6% | -1.9% | +8.0% |
| YTD | +25.1% | -10.1% | +35.2% | +26.9% |
| 1Y | +28.0% | -6.6% | +34.5% | +28.7% |
| 3Y | +37.6% | +54.0% | -16.4% | +24.8% |
| 5Y | +39.7% | +7.0% | +32.7% | +34.3% |
| 10Y | +75.8% | +176.7% | -100.9% | +37.9% |
| All | +236.3% | +998.3% | -761.9% | +108.6% |
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