+2,757.7%
CLS vs SSNC
+1,082.2%
+1,675.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | +4.6% | +0.6% | +3.9% | +4.3% |
| 30D | -13.9% | +6.0% | -19.9% | -16.2% |
| 3M | -26.6% | +21.0% | -47.5% | -33.7% |
| 6M | +15.4% | +12.1% | +3.3% | +7.3% |
| YTD | +5.7% | -3.2% | +8.9% | +4.4% |
| 1Y | +41.1% | -4.4% | +45.5% | +39.7% |
| 3Y | +1,228.6% | +51.6% | +1,177.0% | +954.3% |
| 5Y | +3,240.6% | +21.1% | +3,219.6% | +2,815.5% |
| 10Y | +2,760.3% | +177.7% | +2,582.7% | +1,653.1% |
| All | +2,757.7% | +1,082.2% | +1,675.5% | +786.7% |
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