-59.7%
CSGP vs SSNC
+54.1%
-113.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.0% | +2.1% |
| 7D | -1.8% | -4.5% | +2.7% | +1.6% |
| 30D | +5.3% | -3.9% | +9.2% | +8.6% |
| 3M | +3.3% | -1.3% | +4.6% | +4.9% |
| 6M | -4.7% | +14.1% | -18.8% | -12.9% |
| YTD | -53.5% | -9.9% | -43.6% | -50.0% |
| 1Y | -53.7% | -6.2% | -47.5% | -51.4% |
| 3Y | -59.7% | +56.1% | -115.8% | -72.4% |
| All | -59.7% | +54.1% | -113.8% | -72.4% |
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