+671.9%
CSGP vs SSNC
+1,006.7%
-334.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.8% |
| 7D | +13.9% | -2.8% | +16.7% | +15.6% |
| 30D | +16.0% | +0.4% | +15.6% | +16.0% |
| 3M | +6.1% | -0.7% | +6.8% | +6.9% |
| 6M | -8.2% | +13.9% | -22.1% | -13.8% |
| YTD | -52.3% | -9.4% | -42.9% | -49.6% |
| 1Y | -54.5% | -7.4% | -47.1% | -52.4% |
| 3Y | -58.6% | +55.7% | -114.2% | -66.8% |
| 5Y | -61.5% | +7.8% | -69.3% | -63.2% |
| 10Y | +74.7% | +178.8% | -104.2% | +1.7% |
| All | +671.9% | +1,006.7% | -334.8% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling