-62.8%
CSGP vs SSNC
+52.6%
-115.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.6% |
| 7D | -4.1% | +0.6% | -4.7% | -4.5% |
| 30D | +2.3% | +6.0% | -3.7% | -1.7% |
| 3M | -8.2% | +21.0% | -29.1% | -19.7% |
| 6M | -35.1% | +12.1% | -47.2% | -40.2% |
| YTD | -54.0% | -3.2% | -50.8% | -53.1% |
| 1Y | -65.3% | -4.4% | -60.9% | -64.4% |
| All | -62.8% | +52.6% | -115.4% | -72.8% |
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 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