+132.3%
CMS vs SSNC
+177.4%
-45.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.9% | -4.5% | +3.6% | 0.0% |
| 30D | +7.1% | -3.9% | +10.9% | +7.9% |
| 3M | -1.3% | -1.3% | 0.0% | -1.2% |
| 6M | -2.7% | +14.1% | -16.8% | -5.7% |
| YTD | +2.6% | -9.9% | +12.5% | +4.1% |
| 1Y | -2.0% | -6.2% | +4.2% | -1.5% |
| 3Y | +39.6% | +56.1% | -16.5% | +24.1% |
| 5Y | +35.3% | +5.4% | +30.0% | +28.8% |
| 10Y | +132.3% | +172.3% | -40.0% | +87.2% |
| All | +132.3% | +177.4% | -45.1% | +87.2% |
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 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