-69.9%
CPNG vs SSNC
+28.0%
-97.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -0.8% |
| 7D | -6.3% | -1.8% | -4.5% | -5.3% |
| 30D | -8.7% | +1.9% | -10.7% | -9.9% |
| 3M | -2.4% | +18.4% | -20.8% | -13.2% |
| 6M | -22.3% | +7.0% | -29.3% | -26.4% |
| YTD | -37.2% | -6.9% | -30.3% | -35.0% |
| 1Y | -53.0% | -8.2% | -44.8% | -51.0% |
| 3Y | -20.0% | +50.5% | -70.6% | -46.2% |
| 5Y | -52.8% | +17.4% | -70.2% | -60.9% |
| All | -69.9% | +28.0% | -97.9% | -75.8% |
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