+118.1%
COF vs SSNC
+49.3%
+68.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.5% |
| 7D | -5.1% | -4.0% | -1.1% | -2.7% |
| 30D | -6.0% | +0.5% | -6.6% | -6.4% |
| 3M | +14.8% | +18.9% | -4.1% | +2.2% |
| 6M | +15.3% | +10.8% | +4.5% | +7.5% |
| YTD | -13.0% | -7.1% | -5.9% | -8.6% |
| 1Y | -5.7% | -9.6% | +3.9% | +1.0% |
| 3Y | +118.1% | +51.1% | +67.1% | +69.0% |
| All | +118.1% | +49.3% | +68.9% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling