+61.0%
CSCO vs SSNC
-9.9%
+70.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -1.1% | -6.7% | +5.7% | -1.2% |
| 30D | -10.8% | -0.8% | -10.0% | -10.8% |
| 3M | -9.2% | +16.1% | -25.3% | -9.2% |
| 6M | +39.5% | +7.9% | +31.6% | +40.8% |
| YTD | +41.5% | -8.7% | +50.2% | +43.7% |
| 1Y | +61.0% | -9.5% | +70.5% | +62.1% |
| All | +61.0% | -9.9% | +70.8% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling