-33.6%
CLX vs SSNC
+51.8%
-85.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.3% | -0.6% |
| 7D | -3.5% | -1.8% | -1.8% | -3.1% |
| 30D | -11.9% | +1.9% | -13.8% | -12.3% |
| 3M | -2.6% | +18.4% | -21.0% | -6.6% |
| 6M | -18.2% | +7.0% | -25.1% | -19.7% |
| YTD | -5.9% | -6.9% | +1.0% | -4.3% |
| 1Y | -23.8% | -8.2% | -15.7% | -22.3% |
| 3Y | -33.6% | +50.5% | -84.1% | -47.4% |
| All | -33.6% | +51.8% | -85.4% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling