+533.9%
COP vs SSNC
+1,021.7%
-487.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +3.4% | +1.4% | +2.0% | +2.9% |
| 30D | -0.6% | -2.6% | +2.0% | +0.1% |
| 3M | +10.8% | -0.6% | +11.4% | +10.4% |
| 6M | +19.6% | +19.9% | -0.3% | +10.1% |
| YTD | +52.9% | -8.2% | +61.1% | +54.8% |
| 1Y | +62.2% | -5.5% | +67.8% | +62.2% |
| 3Y | +32.4% | +56.8% | -24.4% | +6.1% |
| 5Y | +129.7% | +7.8% | +121.9% | +110.6% |
| 10Y | +331.8% | +183.3% | +148.4% | +173.9% |
| All | +533.9% | +1,021.7% | -487.8% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling