-37.3%
CPB vs SSNC
+57.7%
-95.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -5.8% | +1.4% | -7.2% | -6.1% |
| 30D | +16.5% | -2.6% | +19.1% | +17.4% |
| 3M | -1.1% | -0.6% | -0.5% | -0.9% |
| 6M | +11.5% | +19.9% | -8.4% | +6.4% |
| YTD | -15.7% | -8.2% | -7.6% | -14.7% |
| 1Y | -24.7% | -5.5% | -19.1% | -24.3% |
| All | -37.3% | +57.7% | -95.0% | -45.4% |
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 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