+160.7%
CNH vs SSNC
+162.7%
-2.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.9% |
| 7D | +1.8% | -3.9% | +5.7% | +4.0% |
| 30D | +32.6% | -0.2% | +32.8% | +32.7% |
| 3M | +29.4% | +15.9% | +13.5% | +18.9% |
| 6M | +26.0% | +7.5% | +18.5% | +19.7% |
| YTD | +52.2% | -8.2% | +60.4% | +56.4% |
| 1Y | +23.9% | -9.3% | +33.2% | +27.9% |
| 3Y | +10.1% | +48.5% | -38.3% | -14.4% |
| 5Y | +13.2% | +16.0% | -2.9% | -0.6% |
| 10Y | +160.7% | +169.2% | -8.5% | +70.8% |
| All | +160.7% | +162.7% | -2.0% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling