+323.2%
CMCSA vs SSNC
+1,023.5%
-700.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +3.2% | +2.3% | +0.9% | +2.3% |
| 30D | +19.5% | -3.1% | +22.6% | +20.7% |
| 3M | -2.4% | -2.7% | +0.3% | -1.6% |
| 6M | +3.8% | +23.7% | -19.8% | -4.0% |
| YTD | -5.4% | -8.0% | +2.7% | -3.5% |
| 1Y | +1.1% | -4.7% | +5.8% | +1.7% |
| 3Y | -27.1% | +58.0% | -85.1% | -39.1% |
| 5Y | -40.3% | +8.0% | -48.3% | -43.8% |
| 10Y | +6.0% | +183.8% | -177.8% | -28.6% |
| All | +323.2% | +1,023.5% | -700.4% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling