+65.2%
CSGP vs SSNC
+172.0%
-106.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.2% |
| 7D | +1.3% | -3.3% | +4.6% | +3.3% |
| 30D | +10.7% | -1.3% | +11.9% | +11.7% |
| 3M | +3.3% | -2.3% | +5.6% | +5.1% |
| 6M | -10.3% | +12.6% | -23.0% | -15.8% |
| YTD | -54.6% | -10.1% | -44.5% | -51.6% |
| 1Y | -54.6% | -6.6% | -48.1% | -52.6% |
| 3Y | -60.3% | +54.0% | -114.3% | -68.5% |
| 5Y | -63.3% | +7.0% | -70.3% | -65.1% |
| All | +65.2% | +172.0% | -106.8% | +3.7% |
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 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