-37.7%
CPB vs SSNC
+15.9%
-53.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.8% |
| 7D | -8.0% | -3.9% | -4.1% | -7.5% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | +0.5% | +15.9% | -15.4% | -1.9% |
| 6M | -10.5% | +7.5% | -17.9% | -11.8% |
| YTD | -17.5% | -8.2% | -9.3% | -17.2% |
| 1Y | -31.0% | -9.3% | -21.7% | -30.7% |
| 3Y | -40.6% | +48.5% | -89.1% | -43.0% |
| 5Y | -37.7% | +16.0% | -53.7% | -40.0% |
| All | -37.7% | +15.9% | -53.6% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling