+20.2%
CLF vs SSNC
-3.9%
+24.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.6% | -7.6% | -9.0% |
| 7D | -7.9% | -1.1% | -6.7% | -7.7% |
| 30D | +5.2% | +0.6% | +4.6% | +3.8% |
| 3M | +4.3% | -1.5% | +5.8% | +3.2% |
| 6M | +25.3% | +15.8% | +9.5% | +18.7% |
| YTD | -3.3% | -8.0% | +4.6% | -7.9% |
| 1Y | +20.2% | -5.8% | +26.1% | +13.0% |
| All | +20.2% | -3.9% | +24.2% | +13.0% |
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