+1,574.6%
COR vs SSNC
+1,082.2%
+492.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +2.8% | +0.6% | +2.1% | +2.6% |
| 30D | +4.5% | +6.0% | -1.5% | +3.0% |
| 3M | +22.7% | +21.0% | +1.7% | +16.6% |
| 6M | -9.7% | +12.1% | -21.8% | -12.7% |
| YTD | -1.4% | -3.2% | +1.8% | -1.4% |
| 1Y | +13.9% | -4.4% | +18.3% | +14.2% |
| 3Y | +94.0% | +51.6% | +42.3% | +69.6% |
| 5Y | +184.0% | +21.1% | +162.9% | +160.2% |
| 10Y | +406.8% | +177.7% | +229.1% | +263.2% |
| All | +1,574.6% | +1,082.2% | +492.4% | +724.4% |
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