+140.6%
CNP vs SSNC
+184.2%
-43.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.5% | +1.4% | +1.1% | +2.0% |
| 30D | +4.0% | -2.6% | +6.7% | +4.8% |
| 3M | +1.6% | -0.6% | +2.2% | +1.5% |
| 6M | -1.7% | +19.9% | -21.6% | -8.5% |
| YTD | +8.6% | -8.2% | +16.8% | +10.3% |
| 1Y | +5.8% | -5.5% | +11.4% | +6.2% |
| 3Y | +63.0% | +56.8% | +6.2% | +32.1% |
| 5Y | +74.7% | +7.8% | +66.9% | +61.0% |
| All | +140.6% | +184.2% | -43.6% | +67.5% |
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