+116.0%
CTAS vs SSNC
+7.5%
+108.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +2.0% | +2.3% | -0.3% | +0.9% |
| 30D | +8.7% | -3.1% | +11.8% | +10.0% |
| 3M | +13.3% | -2.7% | +16.0% | +14.3% |
| 6M | +39.4% | +23.7% | +15.7% | +25.4% |
| YTD | +21.5% | -8.0% | +29.5% | +24.6% |
| 1Y | +21.9% | -4.7% | +26.6% | +22.8% |
| 3Y | +73.6% | +58.0% | +15.7% | +33.8% |
| All | +116.0% | +7.5% | +108.5% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling