+421.4%
CNP vs SSNC
+1,013.9%
-592.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | -3.0% | -2.5% | -0.5% | -2.3% |
| 30D | +6.8% | -2.7% | +9.6% | +7.5% |
| 3M | +3.6% | -0.8% | +4.5% | +3.6% |
| 6M | 0.0% | +15.5% | -15.5% | -4.7% |
| YTD | +9.4% | -8.8% | +18.2% | +10.9% |
| 1Y | +6.8% | -5.8% | +12.6% | +7.1% |
| 3Y | +64.2% | +55.7% | +8.5% | +39.9% |
| 5Y | +76.0% | +6.7% | +69.4% | +65.4% |
| 10Y | +143.3% | +184.0% | -40.7% | +74.8% |
| All | +421.4% | +1,013.9% | -592.5% | +157.1% |
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