+4.0%
CLF vs SSNC
-9.9%
+13.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.0% |
| 7D | -3.7% | -6.7% | +3.1% | -2.3% |
| 30D | -4.7% | -0.8% | -3.9% | -4.6% |
| 3M | -4.7% | +16.1% | -20.7% | -8.4% |
| 6M | +24.0% | +7.9% | +16.1% | +20.1% |
| YTD | -10.9% | -8.7% | -2.2% | -12.4% |
| 1Y | +4.0% | -9.5% | +13.5% | -2.0% |
| All | +4.0% | -9.9% | +13.9% | -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 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