+757.5%
CME vs SSNC
+1,082.2%
-324.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | +6.2% | +6.0% | +0.2% | +4.4% |
| 3M | +10.4% | +21.0% | -10.5% | +4.0% |
| 6M | -9.5% | +12.1% | -21.6% | -13.1% |
| YTD | +6.0% | -3.2% | +9.2% | +6.0% |
| 1Y | +9.3% | -4.4% | +13.6% | +9.5% |
| 3Y | +57.7% | +51.6% | +6.0% | +34.1% |
| 5Y | +77.7% | +21.1% | +56.6% | +60.5% |
| 10Y | +281.2% | +177.7% | +103.5% | +153.7% |
| All | +757.5% | +1,082.2% | -324.7% | +238.4% |
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 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