+394.2%
COR vs SSNC
+169.0%
+225.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -4.8% | -6.7% | +1.9% | -3.0% |
| 30D | -3.7% | -0.8% | -2.9% | -3.5% |
| 3M | +14.3% | +16.1% | -1.7% | +9.4% |
| 6M | -8.5% | +7.9% | -16.4% | -10.9% |
| YTD | -4.4% | -8.7% | +4.3% | -2.8% |
| 1Y | +9.1% | -9.5% | +18.6% | +11.1% |
| 3Y | +85.2% | +47.7% | +37.5% | +59.9% |
| 5Y | +180.7% | +17.6% | +163.0% | +156.3% |
| All | +394.2% | +169.0% | +225.2% | +242.5% |
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