+3,032.4%
CLS vs SSNC
+170.4%
+2,862.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.8% |
| 7D | +20.1% | -3.9% | +24.0% | +22.4% |
| 30D | +6.0% | -0.2% | +6.2% | +5.9% |
| 3M | -10.3% | +15.9% | -26.2% | -18.5% |
| 6M | +24.5% | +7.5% | +17.0% | +17.0% |
| YTD | +12.9% | -8.2% | +21.1% | +14.6% |
| 1Y | +36.7% | -9.3% | +46.0% | +39.0% |
| 3Y | +1,328.1% | +48.5% | +1,279.6% | +988.8% |
| 5Y | +3,682.3% | +16.0% | +3,666.3% | +3,167.0% |
| All | +3,032.4% | +170.4% | +2,862.0% | +1,770.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling