+107.7%
COST vs SSNC
+19.2%
+88.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.3% |
| 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% | -12.5% |
| 6M | -8.5% | +10.8% | -19.4% | -12.0% |
| YTD | +5.4% | -7.1% | +12.5% | +7.6% |
| 1Y | -5.6% | -9.6% | +4.0% | -2.8% |
| 3Y | +68.5% | +51.1% | +17.4% | +37.5% |
| All | +107.7% | +19.2% | +88.5% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling