+68.0%
COST vs SSNC
+46.7%
+21.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.5% | -6.7% | +4.3% | -1.1% |
| 30D | -4.4% | -0.8% | -3.6% | -4.3% |
| 3M | -8.1% | +16.1% | -24.1% | -11.0% |
| 6M | -9.2% | +7.9% | -17.2% | -10.9% |
| YTD | +5.1% | -8.7% | +13.8% | +7.5% |
| 1Y | -5.1% | -9.5% | +4.4% | -2.7% |
| All | +68.0% | +46.7% | +21.3% | +47.1% |
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