-46.9%
CPB vs SSNC
+169.0%
-215.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | -5.4% | -6.7% | +1.4% | -4.8% |
| 30D | -7.8% | -0.8% | -7.0% | -7.8% |
| 3M | -6.9% | +16.1% | -23.0% | -8.3% |
| 6M | -12.2% | +7.9% | -20.1% | -13.0% |
| YTD | -21.1% | -8.7% | -12.4% | -20.8% |
| 1Y | -33.5% | -9.5% | -24.0% | -33.2% |
| 3Y | -43.2% | +47.7% | -90.8% | -44.8% |
| 5Y | -40.9% | +17.6% | -58.5% | -42.1% |
| All | -46.9% | +169.0% | -215.8% | -48.9% |
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