+39.6%
CNH vs SSNC
+372.1%
-332.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | +6.4% | +1.4% | +5.0% | +5.7% |
| 30D | -1.6% | -2.6% | +1.0% | -0.6% |
| 3M | +11.6% | -0.6% | +12.2% | +11.4% |
| 6M | +12.5% | +19.9% | -7.4% | +1.7% |
| YTD | +31.1% | -8.2% | +39.3% | +33.8% |
| 1Y | +17.0% | -5.5% | +22.5% | +17.6% |
| 3Y | +28.7% | +56.8% | -28.0% | -0.2% |
| 5Y | -17.4% | +7.8% | -25.2% | -23.9% |
| 10Y | +105.0% | +183.3% | -78.4% | +26.8% |
| All | +39.6% | +372.1% | -332.4% | -25.0% |
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