-60.8%
CLSK vs SSNC
+181.4%
-242.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +5.7% |
| 7D | +7.7% | -4.0% | +11.8% | +10.4% |
| 30D | +12.2% | +0.5% | +11.7% | +11.5% |
| 3M | -15.5% | +18.9% | -34.4% | -26.4% |
| 6M | +39.3% | +10.8% | +28.5% | +26.4% |
| YTD | +35.1% | -7.1% | +42.2% | +36.9% |
| 1Y | +34.0% | -9.6% | +43.6% | +38.4% |
| 3Y | +226.3% | +51.1% | +175.2% | +149.9% |
| 5Y | +6.4% | +19.7% | -13.3% | -5.5% |
| All | -60.8% | +181.4% | -242.2% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling