-21.8%
CLX vs SSNC
+7.9%
-29.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +8.5% | +1.4% | +7.2% | +8.2% |
| 30D | +30.0% | -2.6% | +32.6% | +30.7% |
| 3M | +3.8% | -0.6% | +4.4% | +3.9% |
| 6M | +24.6% | +19.9% | +4.7% | +19.9% |
| YTD | +12.8% | -8.2% | +20.9% | +14.2% |
| 1Y | +8.6% | -5.5% | +14.1% | +9.3% |
| 3Y | -8.6% | +56.8% | -65.4% | -17.6% |
| 5Y | -21.8% | +7.8% | -29.6% | -30.4% |
| All | -21.8% | +7.9% | -29.6% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling