+444.5%
CORZ vs SSNC
+35.1%
+409.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.8% | +8.5% | +6.1% |
| 7D | +16.6% | -1.8% | +18.3% | +17.2% |
| 30D | -10.9% | +1.9% | -12.8% | -11.7% |
| 3M | -31.0% | +18.4% | -49.4% | -36.5% |
| 6M | +26.0% | +7.0% | +19.1% | +23.2% |
| YTD | +28.6% | -6.9% | +35.6% | +38.3% |
| 1Y | +34.5% | -8.2% | +42.6% | +45.8% |
| All | +444.5% | +35.1% | +409.4% | +351.0% |
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