+256.9%
CP vs SSNC
+186.8%
+70.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +9.6% | -1.9% | +11.5% | +10.2% |
| 3M | +2.2% | -0.2% | +2.4% | +2.0% |
| 6M | +11.1% | +19.4% | -8.3% | +2.3% |
| YTD | +28.2% | -8.1% | +36.3% | +30.5% |
| 1Y | +32.2% | -5.3% | +37.4% | +32.7% |
| 3Y | +35.5% | +56.9% | -21.4% | +7.4% |
| 5Y | +26.8% | +8.0% | +18.7% | +16.1% |
| 10Y | +256.9% | +183.6% | +73.3% | +135.9% |
| All | +256.9% | +186.8% | +70.1% | +135.9% |
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