+60.0%
CSGP vs SSNC
+184.6%
-124.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +1.3% | +2.3% | -1.0% | 0.0% |
| 30D | +2.8% | -3.1% | +5.9% | +4.8% |
| 3M | -6.3% | -2.7% | -3.6% | -4.6% |
| 6M | -3.2% | +23.7% | -26.8% | -13.7% |
| YTD | -54.0% | -8.0% | -45.9% | -51.6% |
| 1Y | -54.8% | -4.7% | -50.1% | -53.4% |
| 3Y | -60.6% | +58.0% | -118.6% | -69.1% |
| 5Y | -62.6% | +8.0% | -70.6% | -64.7% |
| All | +60.0% | +184.6% | -124.6% | -2.8% |
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 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