-22.4%
CPNG vs SSNC
+46.7%
-69.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -5.4% | -6.7% | +1.3% | -2.8% |
| 30D | -11.1% | -0.8% | -10.3% | -10.8% |
| 3M | -3.0% | +16.1% | -19.0% | -9.0% |
| 6M | -23.5% | +7.9% | -31.5% | -26.0% |
| YTD | -37.8% | -8.7% | -29.1% | -35.2% |
| 1Y | -54.3% | -9.5% | -44.8% | -52.2% |
| All | -22.4% | +46.7% | -69.1% | -44.7% |
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