+30.3%
CLX vs SSNC
+184.2%
-153.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +8.5% | +1.4% | +7.2% | +8.3% |
| 30D | +30.0% | -2.6% | +32.6% | +30.5% |
| 3M | +3.8% | -0.6% | +4.4% | +3.9% |
| 6M | +24.6% | +19.9% | +4.7% | +21.6% |
| YTD | +12.8% | -8.2% | +20.9% | +13.6% |
| 1Y | +8.6% | -5.5% | +14.1% | +8.9% |
| 3Y | -8.6% | +56.8% | -65.4% | -13.9% |
| 5Y | -21.8% | +7.8% | -29.6% | -24.5% |
| All | +30.3% | +184.2% | -153.9% | +10.9% |
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