-80.7%
CLF vs SSNC
+998.3%
-1,078.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | -19.6% | -3.3% | -16.2% | -17.6% |
| 30D | -5.0% | -1.3% | -3.7% | -5.0% |
| 3M | -6.3% | -2.3% | -4.0% | -6.0% |
| 6M | +2.8% | +12.6% | -9.9% | -7.3% |
| YTD | -13.7% | -10.1% | -3.6% | -10.7% |
| 1Y | +13.6% | -6.6% | +20.1% | +14.4% |
| 3Y | -34.0% | +54.0% | -88.0% | -53.0% |
| 5Y | -48.7% | +7.0% | -55.7% | -53.1% |
| 10Y | +113.4% | +176.7% | -63.3% | +15.9% |
| All | -80.7% | +998.3% | -1,078.9% | -96.0% |
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 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