+15.4%
CLF vs SSNC
+12.6%
+2.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.0% |
| 7D | +7.6% | +0.6% | +6.9% | +7.4% |
| 30D | -1.2% | +6.0% | -7.2% | -2.5% |
| 3M | -13.4% | +21.0% | -34.3% | -17.8% |
| 6M | +15.4% | +12.1% | +3.3% | +5.7% |
| All | +15.4% | +12.6% | +2.8% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling