+122.2%
CMS vs SSNC
+162.7%
-40.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +0.2% | -3.9% | +4.1% | +0.9% |
| 30D | -1.3% | -0.2% | -1.1% | -1.3% |
| 3M | -5.4% | +15.9% | -21.3% | -8.5% |
| 6M | -10.3% | +7.5% | -17.8% | -12.1% |
| YTD | -0.2% | -8.2% | +8.0% | +0.9% |
| 1Y | -0.9% | -9.3% | +8.5% | +0.4% |
| 3Y | +34.0% | +48.5% | -14.5% | +20.5% |
| 5Y | +23.6% | +16.0% | +7.5% | +15.3% |
| 10Y | +122.2% | +169.2% | -46.9% | +75.3% |
| All | +122.2% | +162.7% | -40.4% | +75.3% |
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