+207.5%
CL vs SSNC
+1,082.2%
-874.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | -4.8% | +6.0% | -10.9% | -5.9% |
| 3M | +4.9% | +21.0% | -16.1% | +1.0% |
| 6M | -5.7% | +12.1% | -17.8% | -8.0% |
| YTD | +14.4% | -3.2% | +17.6% | +14.4% |
| 1Y | +8.7% | -4.4% | +13.1% | +8.9% |
| 3Y | +30.0% | +51.6% | -21.6% | +18.2% |
| 5Y | +28.4% | +21.1% | +7.3% | +20.5% |
| 10Y | +50.1% | +177.7% | -127.6% | +17.4% |
| All | +207.5% | +1,082.2% | -874.7% | +88.1% |
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