-69.3%
CPNG vs SSNC
+27.7%
-97.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.0% |
| 7D | -1.1% | -4.0% | +2.9% | +1.5% |
| 30D | -7.4% | +0.5% | -7.9% | -7.7% |
| 3M | -12.3% | +18.9% | -31.3% | -22.3% |
| 6M | -19.4% | +10.8% | -30.3% | -25.5% |
| YTD | -35.9% | -7.1% | -28.8% | -33.5% |
| 1Y | -53.4% | -9.6% | -43.8% | -50.9% |
| 3Y | -20.0% | +51.1% | -71.1% | -46.4% |
| 5Y | -49.6% | +19.7% | -69.2% | -58.3% |
| All | -69.3% | +27.7% | -97.0% | -75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling