+1,498.9%
CMG vs SSNC
+1,021.3%
+477.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.0% |
| 7D | -6.5% | -3.9% | -2.6% | -5.1% |
| 30D | +12.1% | -0.2% | +12.3% | +12.1% |
| 3M | +20.6% | +15.9% | +4.7% | +13.2% |
| 6M | +2.1% | +7.5% | -5.4% | -1.5% |
| YTD | -2.6% | -8.2% | +5.6% | -0.7% |
| 1Y | -8.7% | -9.3% | +0.6% | -6.6% |
| 3Y | -7.4% | +48.5% | -55.8% | -22.7% |
| 5Y | -5.7% | +16.0% | -21.7% | -13.9% |
| 10Y | +322.3% | +169.2% | +153.2% | +184.8% |
| All | +1,498.9% | +1,021.3% | +477.6% | +613.5% |
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