+2,122.5%
CLS vs SSNC
+1,022.7%
+1,099.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.2% |
| 7D | +2.8% | -0.2% | +2.9% | +3.0% |
| 30D | -30.1% | -1.9% | -28.2% | -29.7% |
| 3M | -21.7% | -0.2% | -21.6% | -22.2% |
| 6M | -36.2% | +19.4% | -55.6% | -42.6% |
| YTD | -17.8% | -8.1% | -9.7% | -17.4% |
| 1Y | -26.8% | -5.3% | -21.5% | -27.5% |
| 3Y | +853.4% | +56.9% | +796.5% | +638.6% |
| 5Y | +2,005.0% | +8.0% | +1,997.0% | +1,821.6% |
| 10Y | +1,929.4% | +183.6% | +1,745.8% | +1,133.8% |
| All | +2,122.5% | +1,022.7% | +1,099.8% | +601.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling