+35.1%
CMS vs SSNC
+56.7%
-21.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +0.4% | +0.6% | -0.3% | +0.3% |
| 30D | -3.6% | +6.0% | -9.6% | -4.5% |
| 3M | -1.9% | +21.0% | -22.9% | -4.9% |
| 6M | -11.0% | +12.1% | -23.1% | -12.6% |
| YTD | +0.2% | -3.2% | +3.4% | +1.4% |
| 1Y | -1.3% | -4.4% | +3.0% | +0.2% |
| All | +35.1% | +56.7% | -21.6% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling