+674.1%
CMS vs SSNC
+998.3%
-324.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.2% |
| 7D | -0.5% | -3.3% | +2.8% | +0.1% |
| 30D | +7.2% | -1.3% | +8.4% | +7.4% |
| 3M | -1.3% | -2.3% | +1.1% | -1.0% |
| 6M | -4.3% | +12.6% | -17.0% | -6.8% |
| YTD | +2.1% | -10.1% | +12.2% | +3.4% |
| 1Y | -0.6% | -6.6% | +6.0% | -0.2% |
| 3Y | +38.0% | +54.0% | -15.9% | +25.0% |
| 5Y | +33.6% | +7.0% | +26.6% | +28.0% |
| 10Y | +128.6% | +176.7% | -48.1% | +80.1% |
| All | +674.1% | +998.3% | -324.2% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling