-13.3%
CLF vs SSNC
+56.7%
-70.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.4% |
| 7D | +7.6% | +0.6% | +6.9% | +7.2% |
| 30D | -1.2% | +6.0% | -7.2% | -4.5% |
| 3M | -13.4% | +21.0% | -34.3% | -22.7% |
| 6M | +15.4% | +12.1% | +3.3% | +7.4% |
| YTD | -5.9% | -3.2% | -2.6% | -4.2% |
| 1Y | +18.8% | -4.4% | +23.2% | +21.5% |
| All | -13.3% | +56.7% | -70.0% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling