+18.8%
CLF vs SSNC
-6.2%
+25.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.7% | +6.9% |
| 7D | -14.1% | -4.5% | -9.6% | -13.6% |
| 30D | -5.5% | -3.9% | -1.7% | -6.0% |
| 3M | 0.0% | -1.3% | +1.3% | -1.2% |
| 6M | +11.3% | +14.1% | -2.9% | +5.8% |
| YTD | -7.7% | -9.9% | +2.2% | -12.4% |
| All | +18.8% | -6.2% | +25.0% | +12.4% |
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