+873.9%
CME vs SSNC
+1,023.6%
-149.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +3.9% | +2.3% | +1.6% | +3.3% |
| 30D | +11.3% | -3.1% | +14.4% | +12.3% |
| 3M | +19.6% | -2.7% | +22.3% | +20.4% |
| 6M | +8.1% | +23.7% | -15.6% | +0.9% |
| YTD | +20.4% | -8.0% | +28.4% | +22.1% |
| 1Y | +16.5% | -4.7% | +21.2% | +16.8% |
| 3Y | +66.4% | +58.0% | +8.5% | +39.6% |
| 5Y | +74.5% | +8.0% | +66.5% | +63.2% |
| 10Y | +308.5% | +183.8% | +124.7% | +170.1% |
| All | +873.9% | +1,023.6% | -149.6% | +289.7% |
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