-40.2%
CMCSA vs SSNC
+7.5%
-47.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +3.2% | +2.3% | +0.9% | +2.1% |
| 30D | +19.5% | -3.1% | +22.6% | +21.0% |
| 3M | -2.4% | -2.7% | +0.3% | -1.4% |
| 6M | +3.8% | +23.7% | -19.8% | -6.3% |
| YTD | -5.4% | -8.0% | +2.7% | -2.5% |
| 1Y | +1.1% | -4.7% | +5.8% | +2.2% |
| 3Y | -27.1% | +58.0% | -85.1% | -44.7% |
| All | -40.2% | +7.5% | -47.7% | -46.6% |
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