-78.9%
CLF vs SSNC
+1,082.2%
-1,161.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.6% |
| 7D | +7.6% | +0.6% | +6.9% | +7.1% |
| 30D | -1.2% | +6.0% | -7.2% | -5.2% |
| 3M | -13.4% | +21.0% | -34.3% | -24.5% |
| 6M | +15.4% | +12.1% | +3.3% | +5.1% |
| YTD | -5.9% | -3.2% | -2.6% | -6.3% |
| 1Y | +18.8% | -4.4% | +23.2% | +18.7% |
| 3Y | -19.4% | +51.6% | -71.0% | -41.4% |
| 5Y | -47.7% | +21.1% | -68.8% | -55.6% |
| 10Y | +130.4% | +177.7% | -47.3% | +25.1% |
| All | -78.9% | +1,082.2% | -1,161.1% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling