+80.1%
CLF vs SSNC
+177.4%
-97.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.7% | +6.8% |
| 7D | -14.1% | -4.5% | -9.6% | -10.8% |
| 30D | -5.5% | -3.9% | -1.7% | -3.7% |
| 3M | 0.0% | -1.3% | +1.3% | -0.5% |
| 6M | +11.3% | +14.1% | -2.9% | -2.7% |
| YTD | -7.7% | -9.9% | +2.2% | -4.1% |
| 1Y | +17.5% | -6.2% | +23.8% | +17.9% |
| 3Y | -25.4% | +56.1% | -81.5% | -51.9% |
| 5Y | -46.0% | +5.4% | -51.3% | -51.6% |
| 10Y | +80.1% | +172.3% | -92.2% | +2.0% |
| All | +80.1% | +177.4% | -97.4% | +2.0% |
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 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