+191.7%
COP vs SSNC
+18.8%
+172.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.6% |
| 7D | -0.8% | -1.8% | +0.9% | -0.4% |
| 30D | +15.6% | +1.9% | +13.7% | +14.9% |
| 3M | +14.3% | +18.4% | -4.0% | +8.6% |
| 6M | +17.0% | +7.0% | +10.0% | +14.2% |
| YTD | +47.4% | -6.9% | +54.4% | +50.2% |
| 1Y | +52.4% | -8.2% | +60.6% | +55.8% |
| 3Y | +20.8% | +50.5% | -29.7% | +2.8% |
| 5Y | +191.7% | +17.4% | +174.3% | +156.3% |
| All | +191.7% | +18.8% | +172.9% | +156.3% |
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