-4.7%
CMS vs SSNC
-5.7%
+1.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.3% | +1.4% | -2.6% | -1.3% |
| 30D | +5.3% | -2.6% | +7.9% | +5.5% |
| 3M | -0.3% | -0.6% | +0.3% | -0.1% |
| 6M | -4.0% | +19.9% | -23.9% | -3.3% |
| YTD | +2.1% | -8.2% | +10.3% | -0.1% |
| 1Y | -4.7% | -5.5% | +0.8% | -6.5% |
| All | -4.7% | -5.7% | +1.0% | -6.5% |
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 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