+72.0%
CNP vs SSNC
+18.8%
+53.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +5.0% | +2.0% |
| 7D | +1.6% | -1.8% | +3.4% | +2.0% |
| 30D | -0.8% | +1.9% | -2.7% | -1.3% |
| 3M | -3.6% | +18.4% | -22.0% | -7.4% |
| 6M | -6.9% | +7.0% | -13.9% | -8.6% |
| YTD | +6.4% | -6.9% | +13.4% | +8.0% |
| 1Y | +9.9% | -8.2% | +18.1% | +11.9% |
| 3Y | +53.1% | +50.5% | +2.6% | +31.9% |
| 5Y | +72.0% | +17.4% | +54.6% | +53.8% |
| All | +72.0% | +18.8% | +53.2% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling