+3.3%
CPB vs SSNC
+1,082.2%
-1,078.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.3% |
| 7D | -8.6% | +0.6% | -9.2% | -8.7% |
| 30D | -7.2% | +6.0% | -13.3% | -7.9% |
| 3M | +0.9% | +21.0% | -20.1% | -1.3% |
| 6M | -11.8% | +12.1% | -23.9% | -13.1% |
| YTD | -19.4% | -3.2% | -16.2% | -19.4% |
| 1Y | -30.4% | -4.4% | -26.0% | -30.3% |
| 3Y | -40.2% | +51.6% | -91.8% | -42.9% |
| 5Y | -39.5% | +21.1% | -60.6% | -41.4% |
| 10Y | -47.4% | +177.7% | -225.1% | -54.8% |
| All | +3.3% | +1,082.2% | -1,078.9% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling