-3.3%
CLX vs SSNC
+169.0%
-172.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -5.9% | -6.7% | +0.9% | -4.9% |
| 30D | -17.0% | -0.8% | -16.2% | -16.9% |
| 3M | -9.6% | +16.1% | -25.6% | -11.4% |
| 6M | -21.5% | +7.9% | -29.5% | -22.4% |
| YTD | -8.8% | -8.7% | -0.1% | -8.1% |
| 1Y | -24.7% | -9.5% | -15.2% | -24.0% |
| 3Y | -35.6% | +47.7% | -83.3% | -39.0% |
| 5Y | -37.6% | +17.6% | -55.3% | -40.2% |
| All | -3.3% | +169.0% | -172.2% | -18.8% |
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