+233.3%
CP vs SSNC
+162.7%
+70.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | +0.6% | -3.9% | +4.5% | +2.2% |
| 30D | -0.5% | -0.2% | -0.3% | -0.5% |
| 3M | +0.1% | +15.9% | -15.9% | -6.3% |
| 6M | +7.8% | +7.5% | +0.4% | +3.7% |
| YTD | +22.9% | -8.2% | +31.1% | +25.5% |
| 1Y | +21.3% | -9.3% | +30.6% | +24.3% |
| 3Y | +20.4% | +48.5% | -28.1% | -1.9% |
| 5Y | +34.9% | +16.0% | +18.9% | +20.3% |
| 10Y | +233.3% | +169.2% | +64.2% | +126.4% |
| All | +233.3% | +162.7% | +70.7% | +126.4% |
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