-33.8%
CPB vs SSNC
-8.1%
-25.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | -1.8% | -4.0% | +2.3% | -0.8% |
| 30D | -7.1% | +0.5% | -7.6% | -7.3% |
| 3M | -6.0% | +18.9% | -25.0% | -10.4% |
| 6M | -5.3% | +10.8% | -16.1% | -8.4% |
| YTD | -20.8% | -7.1% | -13.7% | -21.0% |
| 1Y | -33.8% | -9.6% | -24.2% | -32.3% |
| All | -33.8% | -8.1% | -25.7% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling