+134.3%
CNI vs SSNC
+173.6%
-39.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | -0.4% | -4.0% | +3.7% | +1.0% |
| 30D | -2.7% | +0.5% | -3.2% | -2.9% |
| 3M | +3.9% | +18.9% | -15.0% | -2.7% |
| 6M | +16.4% | +10.8% | +5.5% | +11.3% |
| YTD | +25.8% | -7.1% | +32.9% | +27.7% |
| 1Y | +32.4% | -9.6% | +42.0% | +35.4% |
| 3Y | +19.1% | +51.1% | -32.0% | -0.8% |
| 5Y | +13.6% | +19.7% | -6.1% | +1.5% |
| All | +134.3% | +173.6% | -39.2% | +64.3% |
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