-26.8%
CLS vs SSNC
-4.9%
-21.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.7% |
| 7D | +2.8% | -0.2% | +2.9% | +2.6% |
| 30D | -30.1% | -1.9% | -28.2% | -30.3% |
| 3M | -21.7% | -0.2% | -21.6% | -21.4% |
| 6M | -36.2% | +19.4% | -55.6% | -30.9% |
| YTD | -17.8% | -8.1% | -9.7% | -12.6% |
| 1Y | -26.8% | -5.3% | -21.5% | -24.3% |
| All | -26.8% | -4.9% | -21.9% | -24.3% |
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 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