+2,953.7%
CLS vs SSNC
+169.0%
+2,784.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | +5.0% | -6.7% | +11.7% | +8.6% |
| 30D | +4.8% | -0.8% | +5.6% | +5.0% |
| 3M | -10.4% | +16.1% | -26.4% | -18.7% |
| 6M | +20.8% | +7.9% | +12.9% | +13.2% |
| YTD | +10.0% | -8.7% | +18.7% | +12.0% |
| 1Y | +28.5% | -9.5% | +38.0% | +30.8% |
| 3Y | +1,292.2% | +47.7% | +1,244.5% | +964.4% |
| 5Y | +3,616.8% | +17.6% | +3,599.2% | +3,084.8% |
| All | +2,953.7% | +169.0% | +2,784.7% | +1,728.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling