+34.7%
CMS vs SSNC
+6.8%
+27.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -2.0% |
| 7D | -1.3% | -3.3% | +2.0% | -0.7% |
| 30D | +6.3% | -1.3% | +7.6% | +6.5% |
| 3M | -2.1% | -2.3% | +0.3% | -1.8% |
| 6M | -5.1% | +12.6% | -17.7% | -7.7% |
| YTD | +1.3% | -10.1% | +11.4% | +3.2% |
| 1Y | -1.4% | -6.6% | +5.2% | -0.5% |
| 3Y | +36.9% | +54.0% | -17.0% | +19.7% |
| All | +34.7% | +6.8% | +27.8% | +20.4% |
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