+68.0%
CNH vs SSNC
+397.5%
-329.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.6% |
| 7D | +23.3% | +0.6% | +22.6% | +22.9% |
| 30D | +33.5% | +6.0% | +27.4% | +29.6% |
| 3M | +32.7% | +21.0% | +11.7% | +20.2% |
| 6M | +22.2% | +12.1% | +10.1% | +14.2% |
| YTD | +57.7% | -3.2% | +60.9% | +57.4% |
| 1Y | +28.0% | -4.4% | +32.3% | +28.3% |
| 3Y | +11.5% | +51.6% | -40.1% | -11.8% |
| 5Y | +11.9% | +21.1% | -9.2% | -2.3% |
| 10Y | +162.8% | +177.7% | -14.9% | +62.7% |
| All | +68.0% | +397.5% | -329.5% | -11.7% |
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