+838.1%
CLS vs SSNC
+58.0%
+780.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +16.3% | +2.3% | +14.0% | +15.7% |
| 30D | -25.7% | -3.1% | -22.6% | -25.3% |
| 3M | -30.9% | -2.7% | -28.1% | -30.7% |
| 6M | -35.5% | +23.7% | -59.2% | -40.1% |
| YTD | -18.7% | -8.0% | -10.7% | -13.3% |
| 1Y | -17.9% | -4.7% | -13.2% | -14.6% |
| 3Y | +838.1% | +58.0% | +780.1% | +625.1% |
| All | +838.1% | +58.0% | +780.1% | +625.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling