+335.9%
COP vs SSNC
+170.4%
+165.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.7% |
| 7D | -0.5% | -3.9% | +3.4% | +1.1% |
| 30D | +11.7% | -0.2% | +11.9% | +11.6% |
| 3M | +17.7% | +15.9% | +1.8% | +9.2% |
| 6M | +18.3% | +7.5% | +10.9% | +13.0% |
| YTD | +49.1% | -8.2% | +57.3% | +52.1% |
| 1Y | +53.3% | -9.3% | +62.7% | +56.8% |
| 3Y | +22.2% | +48.5% | -26.3% | -3.7% |
| 5Y | +193.3% | +16.0% | +177.3% | +155.0% |
| All | +335.9% | +170.4% | +165.5% | +185.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling