+606.1%
COST vs SSNC
+173.6%
+432.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | -1.2% | -4.0% | +2.8% | -0.1% |
| 30D | -4.7% | +0.5% | -5.2% | -4.9% |
| 3M | -7.1% | +18.9% | -26.0% | -11.6% |
| 6M | -8.5% | +10.8% | -19.4% | -11.5% |
| YTD | +5.4% | -7.1% | +12.5% | +6.7% |
| 1Y | -5.6% | -9.6% | +4.0% | -3.9% |
| 3Y | +68.5% | +51.1% | +17.4% | +46.7% |
| 5Y | +105.2% | +19.7% | +85.6% | +88.4% |
| All | +606.1% | +173.6% | +432.5% | +452.4% |
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 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