+2,005.0%
CLS vs SSNC
+7.5%
+1,997.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.2% |
| 7D | +2.8% | -0.2% | +2.9% | +2.9% |
| 30D | -30.1% | -1.9% | -28.2% | -29.8% |
| 3M | -21.7% | -0.2% | -21.6% | -22.3% |
| 6M | -36.2% | +19.4% | -55.6% | -42.5% |
| YTD | -17.8% | -8.1% | -9.7% | -15.2% |
| 1Y | -26.8% | -5.3% | -21.5% | -25.9% |
| 3Y | +853.4% | +56.9% | +796.5% | +594.8% |
| 5Y | +2,005.0% | +8.0% | +1,997.0% | +1,837.2% |
| All | +2,005.0% | +7.5% | +1,997.5% | +1,837.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling