+45.7%
CNH vs SSNC
+372.5%
-326.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +6.7% | -0.2% | +6.8% | +6.7% |
| 30D | +7.2% | -1.9% | +9.1% | +7.9% |
| 3M | +17.5% | -0.2% | +17.7% | +17.1% |
| 6M | +15.0% | +19.4% | -4.4% | +4.1% |
| YTD | +36.8% | -8.1% | +44.9% | +39.5% |
| 1Y | +27.6% | -5.3% | +32.9% | +28.2% |
| 3Y | +34.3% | +56.9% | -22.6% | +4.1% |
| 5Y | -12.2% | +8.0% | -20.3% | -19.2% |
| 10Y | +113.9% | +183.6% | -69.7% | +32.3% |
| All | +45.7% | +372.5% | -326.8% | -21.8% |
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 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