+43.1%
COF vs SSNC
+19.2%
+23.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.7% |
| 7D | -5.1% | -4.0% | -1.1% | -2.3% |
| 30D | -6.0% | +0.5% | -6.6% | -6.5% |
| 3M | +14.8% | +18.9% | -4.1% | +0.1% |
| 6M | +15.3% | +10.8% | +4.5% | +5.7% |
| YTD | -13.0% | -7.1% | -5.9% | -9.0% |
| 1Y | -5.7% | -9.6% | +3.9% | +0.7% |
| 3Y | +118.1% | +51.1% | +67.1% | +51.4% |
| All | +43.1% | +19.2% | +23.9% | +13.0% |
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 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