+0.4%
CMS vs SSNC
-3.9%
+4.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.4% |
| 7D | +4.1% | -1.1% | +5.2% | +4.1% |
| 30D | +10.9% | +0.6% | +10.2% | +11.2% |
| 3M | -0.2% | -1.5% | +1.2% | 0.0% |
| 6M | -4.7% | +15.8% | -20.5% | -4.3% |
| YTD | +3.9% | -8.0% | +11.8% | +2.0% |
| 1Y | +0.4% | -5.8% | +6.2% | -1.2% |
| All | +0.4% | -3.9% | +4.3% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling