+241.9%
CORZ vs SSNC
+30.5%
+211.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.6% |
| 7D | -11.2% | -3.3% | -7.9% | -10.2% |
| 30D | -26.2% | -1.3% | -25.0% | -26.3% |
| 3M | -44.1% | -2.3% | -41.8% | -44.1% |
| 6M | -52.3% | +12.6% | -64.9% | -55.5% |
| YTD | -19.2% | -10.1% | -9.1% | -12.6% |
| 1Y | -42.9% | -6.6% | -36.3% | -40.1% |
| All | +241.9% | +30.5% | +211.4% | +185.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling