-47.0%
CLF vs SSNC
+18.8%
-65.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | +1.0% |
| 7D | +6.5% | -1.8% | +8.3% | +7.8% |
| 30D | +0.2% | +1.9% | -1.7% | -1.5% |
| 3M | -3.1% | +18.4% | -21.5% | -15.4% |
| 6M | +25.0% | +7.0% | +18.1% | +17.1% |
| YTD | -7.5% | -6.9% | -0.5% | -4.3% |
| 1Y | +11.5% | -8.2% | +19.7% | +16.0% |
| 3Y | -13.7% | +50.5% | -64.2% | -43.0% |
| 5Y | -47.0% | +17.4% | -64.4% | -54.2% |
| All | -47.0% | +18.8% | -65.7% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling