+671.2%
CTAS vs SSNC
+169.0%
+502.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -1.3% | -6.7% | +5.4% | +2.2% |
| 30D | -3.1% | -0.8% | -2.3% | -2.8% |
| 3M | +10.3% | +16.1% | -5.8% | +1.7% |
| 6M | +1.6% | +7.9% | -6.3% | -3.0% |
| YTD | +6.3% | -8.7% | +15.0% | +9.9% |
| 1Y | -0.5% | -9.5% | +9.0% | +3.1% |
| 3Y | +64.6% | +47.7% | +16.9% | +29.6% |
| 5Y | +106.0% | +17.6% | +88.4% | +80.0% |
| All | +671.2% | +169.0% | +502.3% | +379.4% |
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 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