+440.1%
CNI vs SSNC
+1,021.3%
-581.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.3% |
| 7D | +0.9% | -3.9% | +4.8% | +2.1% |
| 30D | -2.1% | -0.2% | -1.9% | -2.1% |
| 3M | +1.8% | +15.9% | -14.1% | -3.4% |
| 6M | +14.8% | +7.5% | +7.3% | +11.2% |
| YTD | +25.4% | -8.2% | +33.6% | +27.4% |
| 1Y | +32.9% | -9.3% | +42.3% | +35.3% |
| 3Y | +20.2% | +48.5% | -28.3% | +2.6% |
| 5Y | +12.2% | +16.0% | -3.9% | +2.6% |
| 10Y | +136.0% | +169.2% | -33.2% | +60.6% |
| All | +440.1% | +1,021.3% | -581.2% | +120.6% |
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