-41.0%
CPB vs SSNC
+51.8%
-92.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +2.7% |
| 7D | -8.2% | -1.8% | -6.4% | -7.9% |
| 30D | -5.6% | +1.9% | -7.5% | -6.1% |
| 3M | +3.0% | +18.4% | -15.4% | -1.4% |
| 6M | -12.7% | +7.0% | -19.7% | -14.6% |
| YTD | -18.0% | -6.9% | -11.0% | -17.4% |
| 1Y | -31.7% | -8.2% | -23.6% | -31.1% |
| 3Y | -41.0% | +50.5% | -91.5% | -45.0% |
| All | -41.0% | +51.8% | -92.8% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling