+25.9%
CMS vs SSNC
+21.4%
+4.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +0.4% | +0.6% | -0.3% | +0.2% |
| 30D | -3.6% | +6.0% | -9.6% | -4.7% |
| 3M | -1.9% | +21.0% | -22.9% | -5.7% |
| 6M | -11.0% | +12.1% | -23.1% | -13.1% |
| YTD | +0.2% | -3.2% | +3.4% | +0.8% |
| 1Y | -1.3% | -4.4% | +3.0% | -0.6% |
| 3Y | +35.9% | +51.6% | -15.7% | +20.3% |
| All | +25.9% | +21.4% | +4.4% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling