+8.7%
CNH vs SSNC
+18.8%
-10.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.8% | -1.7% | -3.5% |
| 7D | +8.8% | -1.8% | +10.6% | +9.9% |
| 30D | +24.7% | +1.9% | +22.7% | +23.4% |
| 3M | +27.3% | +18.4% | +9.0% | +15.7% |
| 6M | +23.2% | +7.0% | +16.2% | +17.9% |
| YTD | +48.9% | -6.9% | +55.9% | +54.3% |
| 1Y | +19.4% | -8.2% | +27.6% | +24.6% |
| 3Y | +7.8% | +50.5% | -42.8% | -20.3% |
| 5Y | +8.7% | +17.4% | -8.7% | -8.4% |
| All | +8.7% | +18.8% | -10.0% | -8.4% |
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