+401.6%
CNP vs SSNC
+1,082.2%
-680.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -1.8% | +6.0% | -7.9% | -3.5% |
| 3M | -4.6% | +21.0% | -25.6% | -10.0% |
| 6M | -8.8% | +12.1% | -20.9% | -12.3% |
| YTD | +5.2% | -3.2% | +8.5% | +5.1% |
| 1Y | +8.3% | -4.4% | +12.7% | +8.3% |
| 3Y | +54.9% | +51.6% | +3.3% | +33.4% |
| 5Y | +73.5% | +21.1% | +52.4% | +57.4% |
| 10Y | +139.1% | +177.7% | -38.6% | +72.0% |
| All | +401.6% | +1,082.2% | -680.6% | +143.8% |
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