+336.1%
CMCSA vs SSNC
+1,037.0%
-700.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.7% |
| 7D | +0.1% | -1.8% | +1.9% | +0.7% |
| 30D | +3.8% | +1.9% | +1.9% | +3.1% |
| 3M | +12.3% | +18.4% | -6.1% | +5.6% |
| 6M | -15.4% | +7.0% | -22.4% | -17.7% |
| YTD | -2.5% | -6.9% | +4.4% | -0.9% |
| 1Y | -13.4% | -8.2% | -5.2% | -11.6% |
| 3Y | -30.4% | +50.5% | -80.9% | -40.8% |
| 5Y | -45.0% | +17.4% | -62.4% | -49.6% |
| 10Y | +10.2% | +164.9% | -154.8% | -24.4% |
| All | +336.1% | +1,037.0% | -700.9% | +82.8% |
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