+667.8%
CMS vs SSNC
+998.3%
-330.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| YTD | +1.3% | -10.1% | +11.4% | +2.5% |
| 1Y | -1.4% | -6.6% | +5.2% | -1.0% |
| 3Y | +36.9% | +54.0% | -17.0% | +24.0% |
| 5Y | +32.5% | +7.0% | +25.6% | +26.9% |
| 10Y | +126.8% | +176.7% | -50.0% | +78.7% |
| All | +667.8% | +998.3% | -330.4% | +333.3% |
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