+507.7%
COP vs SSNC
+1,082.2%
-574.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | +3.0% | +0.6% | +2.4% | +2.7% |
| 30D | +17.5% | +6.0% | +11.4% | +14.7% |
| 3M | +13.4% | +21.0% | -7.6% | +4.5% |
| 6M | +17.7% | +12.1% | +5.6% | +11.3% |
| YTD | +46.6% | -3.2% | +49.8% | +46.0% |
| 1Y | +44.6% | -4.4% | +49.0% | +44.3% |
| 3Y | +20.7% | +51.6% | -30.9% | -1.5% |
| 5Y | +185.0% | +21.1% | +164.0% | +150.1% |
| 10Y | +347.0% | +177.7% | +169.3% | +185.1% |
| All | +507.7% | +1,082.2% | -574.5% | +137.6% |
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 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