+325.0%
COP vs SSNC
+186.8%
+138.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | +0.7% | -0.2% | +0.8% | +0.7% |
| 30D | +0.2% | -1.9% | +2.1% | +0.6% |
| 3M | +10.2% | -0.2% | +10.4% | +9.6% |
| 6M | +20.1% | +19.4% | +0.7% | +9.3% |
| YTD | +50.5% | -8.1% | +58.6% | +52.8% |
| 1Y | +56.8% | -5.3% | +62.1% | +56.7% |
| 3Y | +30.3% | +56.9% | -26.6% | -0.6% |
| 5Y | +126.8% | +8.0% | +118.8% | +104.3% |
| 10Y | +325.0% | +183.6% | +141.4% | +179.6% |
| All | +325.0% | +186.8% | +138.2% | +179.6% |
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