+132.5%
CNP vs SSNC
+173.6%
-41.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | -1.4% | -4.0% | +2.6% | -0.1% |
| 30D | -2.9% | +0.5% | -3.5% | -3.2% |
| 3M | -7.5% | +18.9% | -26.5% | -13.3% |
| 6M | -7.9% | +10.8% | -18.7% | -11.8% |
| YTD | +3.7% | -7.1% | +10.9% | +5.1% |
| 1Y | +4.6% | -9.6% | +14.2% | +6.8% |
| 3Y | +49.1% | +51.1% | -1.9% | +23.1% |
| 5Y | +69.2% | +19.7% | +49.6% | +49.7% |
| All | +132.5% | +173.6% | -41.1% | +60.7% |
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