-29.6%
CLS vs SSNC
-3.9%
-25.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.6% | -7.4% | -9.6% |
| 7D | -21.1% | -1.1% | -20.0% | -21.4% |
| 30D | -38.2% | +0.6% | -38.8% | -37.8% |
| 3M | -36.3% | -1.5% | -34.8% | -36.2% |
| 6M | -43.8% | +15.8% | -59.6% | -39.3% |
| YTD | -20.0% | -8.0% | -12.1% | -13.6% |
| 1Y | -29.6% | -5.8% | -23.8% | -26.9% |
| All | -29.6% | -3.9% | -25.6% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling