+337.5%
COP vs SSNC
+169.0%
+168.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +1.0% | -6.7% | +7.7% | +4.0% |
| 30D | +9.6% | -0.8% | +10.4% | +9.7% |
| 3M | +15.0% | +16.1% | -1.0% | +6.7% |
| 6M | +21.8% | +7.9% | +13.8% | +16.0% |
| YTD | +49.6% | -8.7% | +58.3% | +53.0% |
| 1Y | +49.9% | -9.5% | +59.4% | +53.4% |
| 3Y | +22.6% | +47.7% | -25.1% | -3.1% |
| 5Y | +193.6% | +17.6% | +176.0% | +153.2% |
| All | +337.5% | +169.0% | +168.6% | +186.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling