+305.8%
CME vs SSNC
+186.8%
+118.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +2.5% | -0.2% | +2.6% | +2.5% |
| 30D | +13.9% | -1.9% | +15.8% | +14.5% |
| 3M | +22.4% | -0.2% | +22.5% | +22.3% |
| 6M | +12.9% | +19.4% | -6.5% | +6.5% |
| YTD | +19.6% | -8.1% | +27.7% | +21.5% |
| 1Y | +17.7% | -5.3% | +23.0% | +18.3% |
| 3Y | +65.3% | +56.9% | +8.4% | +37.7% |
| 5Y | +75.1% | +8.0% | +67.1% | +63.8% |
| 10Y | +305.8% | +183.6% | +122.2% | +195.4% |
| All | +305.8% | +186.8% | +118.9% | +195.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling