+180.9%
COR vs SSNC
+15.9%
+165.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -3.9% | -3.9% | 0.0% | -3.3% |
| 30D | -0.3% | -0.2% | -0.1% | -0.3% |
| 3M | +15.9% | +15.9% | -0.1% | +12.9% |
| 6M | -10.3% | +7.5% | -17.7% | -11.6% |
| YTD | -3.7% | -8.2% | +4.5% | -3.0% |
| 1Y | +9.1% | -9.3% | +18.4% | +10.0% |
| 3Y | +86.6% | +48.5% | +38.1% | +69.2% |
| 5Y | +180.9% | +16.0% | +164.9% | +166.7% |
| All | +180.9% | +15.9% | +165.0% | +166.7% |
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