+644.5%
CSGP vs SSNC
+1,082.2%
-437.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.8% |
| 7D | -4.1% | +0.6% | -4.7% | -4.4% |
| 30D | +2.3% | +6.0% | -3.7% | -0.6% |
| 3M | -8.2% | +21.0% | -29.1% | -16.7% |
| 6M | -35.1% | +12.1% | -47.2% | -38.7% |
| YTD | -54.0% | -3.2% | -50.8% | -53.1% |
| 1Y | -65.3% | -4.4% | -60.9% | -64.4% |
| 3Y | -62.6% | +51.6% | -114.2% | -69.7% |
| 5Y | -64.8% | +21.1% | -85.9% | -68.4% |
| 10Y | +45.1% | +177.7% | -132.6% | -15.8% |
| All | +644.5% | +1,082.2% | -437.7% | +107.6% |
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