+417.8%
CNP vs SSNC
+1,021.7%
-603.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.5% | +1.4% | +1.1% | +2.1% |
| 30D | +4.0% | -2.6% | +6.7% | +4.7% |
| 3M | +1.6% | -0.6% | +2.2% | +1.5% |
| 6M | -1.7% | +19.9% | -21.6% | -7.3% |
| YTD | +8.6% | -8.2% | +16.8% | +9.9% |
| 1Y | +5.8% | -5.5% | +11.4% | +6.0% |
| 3Y | +63.0% | +56.8% | +6.2% | +38.6% |
| 5Y | +74.7% | +7.8% | +66.9% | +63.7% |
| 10Y | +143.7% | +183.3% | -39.6% | +75.0% |
| All | +417.8% | +1,021.7% | -603.9% | +154.8% |
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 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